+3,048.8%
WEC vs MLM
+3,039.4%
+9.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.3% | +0.9% |
| 7D | +3.2% | -1.2% | +4.4% | +3.4% |
| 30D | +14.7% | +7.9% | +6.7% | +13.4% |
| 3M | +10.2% | -4.5% | +14.7% | +10.8% |
| 6M | +4.5% | -12.6% | +17.1% | +6.2% |
| YTD | +15.1% | -14.9% | +30.0% | +17.2% |
| 1Y | +9.4% | -13.1% | +22.5% | +11.0% |
| 3Y | +56.9% | +21.2% | +35.7% | +50.6% |
| 5Y | +54.4% | +32.0% | +22.4% | +44.9% |
| 10Y | +183.5% | +195.3% | -11.9% | +128.2% |
| All | +3,048.8% | +3,039.4% | +9.4% | +1,667.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling