+4,355.4%
WMT vs MLM
+2,981.8%
+1,373.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | +1.6% | -4.1% | +5.7% | +2.4% |
| 30D | +16.1% | +8.2% | +7.9% | +14.5% |
| 3M | +12.3% | -3.6% | +15.9% | +12.9% |
| 6M | -3.1% | -15.6% | +12.5% | -0.6% |
| YTD | +13.4% | -16.4% | +29.8% | +16.3% |
| 1Y | +24.5% | -14.3% | +38.8% | +27.1% |
| 3Y | +135.7% | +19.3% | +116.4% | +125.4% |
| 5Y | +166.8% | +29.6% | +137.2% | +148.4% |
| 10Y | +543.4% | +189.9% | +353.5% | +393.1% |
| All | +4,355.4% | +2,981.8% | +1,373.6% | +1,887.8% |
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