+305.6%
WM vs MLM
+199.9%
+105.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.5% |
| 7D | -0.3% | -2.9% | +2.6% | +0.4% |
| 30D | -2.4% | -6.8% | +4.5% | -0.8% |
| 3M | +0.4% | -11.2% | +11.7% | +3.0% |
| 6M | -9.5% | -21.8% | +12.4% | -4.5% |
| YTD | +0.5% | -17.0% | +17.5% | +4.1% |
| 1Y | -1.1% | -16.4% | +15.3% | +2.2% |
| 3Y | +46.0% | +14.5% | +31.6% | +37.4% |
| 5Y | +51.8% | +41.7% | +10.1% | +32.8% |
| All | +305.6% | +199.9% | +105.7% | +178.7% |
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