+172.8%
MLM vs TW
+285.7%
-112.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -5.3% |
| 7D | -1.2% | +7.3% | -8.5% | -3.1% |
| 30D | +7.9% | +18.6% | -10.7% | +3.0% |
| 3M | -4.5% | +24.8% | -29.3% | -10.4% |
| 6M | -12.6% | +16.1% | -28.7% | -16.7% |
| YTD | -14.9% | +19.1% | -33.9% | -19.9% |
| 1Y | -13.1% | +22.8% | -35.8% | -19.1% |
| 3Y | +21.2% | +40.4% | -19.2% | +4.9% |
| 5Y | +32.0% | +37.9% | -5.9% | +11.8% |
| All | +172.8% | +285.7% | -112.9% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling