+166.0%
MLM vs TW
+221.1%
-55.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -2.9% | -2.3% | -0.6% | -2.3% |
| 30D | -6.8% | +3.9% | -10.8% | -7.9% |
| 3M | -11.2% | +5.7% | -16.9% | -13.0% |
| 6M | -21.8% | -14.5% | -7.3% | -18.8% |
| YTD | -17.0% | -0.9% | -16.1% | -17.7% |
| 1Y | -16.4% | -13.5% | -2.9% | -13.8% |
| 3Y | +14.5% | +25.0% | -10.5% | +2.0% |
| 5Y | +41.7% | +22.7% | +19.1% | +23.9% |
| All | +166.0% | +221.1% | -55.1% | +73.9% |
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 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