-13.4%
MLM vs WTW
+2.3%
-15.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.5% |
| 7D | -3.8% | +0.5% | -4.3% | -3.9% |
| 30D | +11.0% | +10.4% | +0.6% | +10.1% |
| 3M | -3.1% | -4.8% | +1.8% | -3.2% |
| 6M | -9.8% | +28.5% | -38.2% | -11.0% |
| YTD | -14.4% | +0.5% | -14.9% | -13.7% |
| All | -13.4% | +2.3% | -15.7% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling