+138.8%
MLM vs NWSA
+148.1%
-9.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.9% |
| 7D | -0.9% | +2.2% | -3.1% | -1.8% |
| 30D | +9.0% | -8.8% | +17.8% | +13.0% |
| 3M | -5.6% | -6.5% | +0.9% | -3.3% |
| 6M | -10.7% | +1.5% | -12.2% | -12.2% |
| YTD | -17.2% | +4.0% | -21.2% | -20.1% |
| 1Y | -14.2% | +3.4% | -17.7% | -17.1% |
| 3Y | +15.6% | +34.8% | -19.2% | -2.4% |
| 5Y | +26.2% | +18.4% | +7.9% | +10.1% |
| All | +138.8% | +148.1% | -9.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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