+3,335.8%
WM vs MLM
+3,210.3%
+125.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.1% |
| 7D | +5.9% | +9.1% | -3.2% | +3.8% |
| 30D | +15.4% | +14.6% | +0.8% | +11.8% |
| 3M | +6.3% | +0.3% | +6.1% | +6.1% |
| 6M | +5.6% | -7.5% | +13.1% | +7.0% |
| YTD | +9.9% | -10.2% | +20.2% | +11.7% |
| 1Y | +20.8% | -10.5% | +31.3% | +22.8% |
| 3Y | +48.5% | +27.8% | +20.7% | +37.2% |
| 5Y | +60.6% | +38.9% | +21.7% | +43.2% |
| 10Y | +349.8% | +211.4% | +138.4% | +215.1% |
| All | +3,335.8% | +3,210.3% | +125.5% | +1,271.1% |
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