+18.9%
MLM vs WTW
+65.4%
-46.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | +1.4% | -2.7% | +4.1% | +1.9% |
| 30D | -6.5% | -5.6% | -0.9% | -5.6% |
| 3M | -7.4% | +26.5% | -33.9% | -11.5% |
| 6M | -15.8% | +8.1% | -24.0% | -16.9% |
| YTD | -17.4% | -0.3% | -17.1% | -17.2% |
| 1Y | -17.9% | -0.9% | -17.0% | -17.6% |
| 3Y | +18.9% | +66.6% | -47.8% | +14.7% |
| All | +18.9% | +65.4% | -46.5% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WTW 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling