-15.6%
WMT vs MLM
-21.4%
+5.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | +3.9% | -2.9% | +6.8% | +4.4% |
| 30D | -4.4% | -6.8% | +2.4% | -3.4% |
| 3M | -8.8% | -11.2% | +2.4% | -7.4% |
| 6M | -15.6% | -21.8% | +6.2% | -9.4% |
| All | -15.6% | -21.4% | +5.8% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling