+3,435.0%
WFC vs MLM
+2,961.7%
+473.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.3% |
| 7D | +3.8% | -2.9% | +6.7% | +5.2% |
| 30D | +1.5% | -6.8% | +8.3% | +4.7% |
| 3M | +10.9% | -11.2% | +22.1% | +16.2% |
| 6M | +8.4% | -21.8% | +30.3% | +20.3% |
| YTD | -1.9% | -17.0% | +15.1% | +5.5% |
| 1Y | +12.3% | -16.4% | +28.7% | +20.2% |
| 3Y | +132.3% | +14.5% | +117.8% | +112.0% |
| 5Y | +130.1% | +41.7% | +88.3% | +86.4% |
| 10Y | +134.4% | +200.0% | -65.6% | +28.7% |
| All | +3,435.0% | +2,961.7% | +473.3% | +769.1% |
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