+142.9%
WFC vs MLM
+185.4%
-42.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.5% |
| 7D | +1.2% | -4.1% | +5.4% | +3.4% |
| 30D | +5.2% | +8.2% | -3.0% | +0.9% |
| 3M | -3.0% | -3.6% | +0.5% | -1.6% |
| 6M | +6.2% | -15.6% | +21.8% | +14.5% |
| YTD | -7.9% | -16.4% | +8.5% | -0.7% |
| 1Y | +0.3% | -14.3% | +14.6% | +6.7% |
| 3Y | +117.7% | +19.3% | +98.4% | +91.5% |
| 5Y | +88.4% | +29.6% | +58.8% | +54.2% |
| All | +142.9% | +185.4% | -42.5% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling