+94.0%
WFC vs MLM
+27.9%
+66.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.6% | +0.7% |
| 7D | +0.1% | -3.8% | +4.0% | +2.0% |
| 30D | +2.9% | +11.0% | -8.1% | -2.1% |
| 3M | -1.4% | -3.1% | +1.6% | -0.3% |
| 6M | +14.3% | -9.8% | +24.1% | +18.7% |
| YTD | -6.2% | -14.4% | +8.2% | -0.5% |
| 1Y | +1.6% | -12.6% | +14.2% | +6.6% |
| 3Y | +126.9% | +19.7% | +107.2% | +100.6% |
| 5Y | +94.0% | +29.8% | +64.2% | +60.9% |
| All | +94.0% | +27.9% | +66.0% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling