+153.5%
MLM vs NWSA
+159.6%
-6.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | -3.8% | -10.5% | +6.7% | +0.5% |
| 30D | +11.0% | -8.8% | +19.8% | +15.1% |
| 3M | -3.1% | -6.5% | +3.5% | -0.7% |
| 6M | -9.8% | -1.3% | -8.5% | -10.2% |
| YTD | -14.4% | +2.5% | -16.9% | -16.8% |
| 1Y | -12.6% | +0.2% | -12.7% | -14.2% |
| 3Y | +19.7% | +27.6% | -7.9% | +3.6% |
| 5Y | +29.8% | +17.0% | +12.8% | +13.8% |
| 10Y | +153.5% | +148.3% | +5.2% | +44.0% |
| All | +153.5% | +159.6% | -6.1% | +44.0% |
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