-14.2%
MLM vs NWSA
+2.3%
-16.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.2% |
| 7D | -0.9% | +2.2% | -3.1% | -1.3% |
| 30D | +9.0% | -8.8% | +17.8% | +11.1% |
| 3M | -5.6% | -6.5% | +0.9% | -4.1% |
| 6M | -10.7% | +1.5% | -12.2% | -10.0% |
| YTD | -17.2% | +4.0% | -21.2% | -17.6% |
| 1Y | -14.2% | +3.4% | -17.7% | -14.5% |
| All | -14.2% | +2.3% | -16.5% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling