+140.5%
MLM vs WTW
+212.3%
-71.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.6% |
| 7D | -2.0% | -2.3% | +0.3% | -1.0% |
| 30D | +9.5% | +10.7% | -1.2% | +4.9% |
| 3M | -4.7% | -3.1% | -1.7% | -3.7% |
| 6M | -10.7% | +31.7% | -42.4% | -21.4% |
| YTD | -16.6% | +1.1% | -17.6% | -18.6% |
| 1Y | -15.4% | +4.1% | -19.5% | -18.6% |
| 3Y | +15.9% | +42.1% | -26.1% | -5.5% |
| 5Y | +27.1% | +52.2% | -25.1% | -0.9% |
| All | +140.5% | +212.3% | -71.8% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling