+3,041.0%
WM vs MLM
+2,961.7%
+79.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.5% |
| 7D | -0.3% | -2.9% | +2.6% | +0.3% |
| 30D | -2.4% | -6.8% | +4.5% | -0.8% |
| 3M | +0.4% | -11.2% | +11.7% | +2.9% |
| 6M | -9.5% | -21.8% | +12.4% | -4.7% |
| YTD | +0.5% | -17.0% | +17.5% | +4.1% |
| 1Y | -1.1% | -16.4% | +15.3% | +2.1% |
| 3Y | +46.0% | +14.5% | +31.6% | +38.2% |
| 5Y | +51.8% | +41.7% | +10.1% | +34.6% |
| 10Y | +307.5% | +200.0% | +107.5% | +187.9% |
| All | +3,041.0% | +2,961.7% | +79.2% | +1,177.4% |
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