+526.6%
WMT vs MLM
+167.5%
+359.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.2% |
| 7D | -1.6% | -3.8% | +2.3% | -1.1% |
| 30D | +12.9% | +11.0% | +1.9% | +11.3% |
| 3M | +12.6% | -3.1% | +15.7% | +13.0% |
| 6M | -3.4% | -9.8% | +6.4% | -2.4% |
| YTD | +13.5% | -14.4% | +27.9% | +15.4% |
| 1Y | +23.5% | -12.6% | +36.1% | +25.2% |
| 3Y | +137.3% | +19.7% | +117.6% | +129.6% |
| 5Y | +167.9% | +29.8% | +138.2% | +153.9% |
| 10Y | +526.6% | +153.5% | +373.1% | +441.1% |
| All | +526.6% | +167.5% | +359.1% | +441.1% |
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 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