-15.0%
MLM vs TW
+19.9%
-34.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -5.8% | +2.8% | -8.7% | -6.0% |
| 30D | +9.8% | +18.1% | -8.2% | +8.8% |
| 3M | -5.2% | +25.2% | -30.4% | -6.4% |
| 6M | -10.3% | +19.1% | -29.4% | -10.7% |
| YTD | -15.5% | +21.9% | -37.4% | -15.3% |
| 1Y | -15.0% | +18.9% | -34.0% | -14.1% |
| All | -15.0% | +19.9% | -34.9% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling