+165.4%
MLM vs TW
+301.3%
-135.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | -0.9% | +3.9% | -4.8% | -1.9% |
| 30D | +9.0% | +19.9% | -10.9% | +3.7% |
| 3M | -5.6% | +25.9% | -31.5% | -11.6% |
| 6M | -10.7% | +21.1% | -31.8% | -15.8% |
| YTD | -17.2% | +23.9% | -41.1% | -22.9% |
| 1Y | -14.2% | +21.2% | -35.5% | -19.7% |
| 3Y | +15.6% | +44.8% | -29.2% | -0.7% |
| 5Y | +26.2% | +41.4% | -15.2% | +6.2% |
| All | +165.4% | +301.3% | -135.9% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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