+12.3%
WFC vs MLM
-15.9%
+28.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.5% |
| 7D | +3.8% | -2.9% | +6.7% | +4.8% |
| 30D | +1.5% | -6.8% | +8.3% | +3.8% |
| 3M | +10.9% | -11.2% | +22.1% | +14.8% |
| 6M | +8.4% | -21.8% | +30.3% | +18.6% |
| YTD | -1.9% | -17.0% | +15.1% | +3.8% |
| 1Y | +12.3% | -16.4% | +28.7% | +18.8% |
| All | +12.3% | -15.9% | +28.2% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling