+345.7%
WM vs MLM
+190.7%
+154.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.3% | +2.4% |
| 7D | +4.5% | -1.2% | +5.7% | +4.7% |
| 30D | +16.1% | +7.9% | +8.1% | +13.9% |
| 3M | +8.0% | -4.5% | +12.5% | +9.0% |
| 6M | +8.4% | -12.6% | +21.1% | +11.4% |
| YTD | +11.2% | -14.9% | +26.1% | +14.4% |
| 1Y | +22.3% | -13.1% | +35.4% | +25.1% |
| 3Y | +50.2% | +21.2% | +29.0% | +39.4% |
| 5Y | +63.3% | +32.0% | +31.3% | +45.5% |
| All | +345.7% | +190.7% | +154.9% | +215.9% |
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