+3,335.2%
WFC vs MLM
+3,210.3%
+124.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.1% | +1.1% |
| 7D | +4.5% | +9.1% | -4.6% | +0.3% |
| 30D | +7.4% | +14.6% | -7.3% | +0.7% |
| 3M | -0.5% | +0.3% | -0.8% | -0.9% |
| 6M | +11.7% | -7.5% | +19.2% | +14.5% |
| YTD | -4.6% | -10.2% | +5.6% | -1.2% |
| 1Y | +2.5% | -10.5% | +13.0% | +6.3% |
| 3Y | +123.9% | +27.8% | +96.1% | +94.8% |
| 5Y | +94.3% | +38.9% | +55.4% | +59.4% |
| 10Y | +156.0% | +211.4% | -55.4% | +38.4% |
| All | +3,335.2% | +3,210.3% | +124.9% | +713.6% |
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