-17.6%
MLM vs WTW
-4.1%
-13.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.5% |
| 7D | -2.7% | -7.1% | +4.4% | -2.2% |
| 30D | -8.3% | -8.5% | +0.2% | -7.7% |
| 3M | -12.0% | +20.6% | -32.5% | -13.3% |
| 6M | -17.6% | +7.2% | -24.8% | -17.7% |
| YTD | -18.9% | -3.9% | -15.0% | -17.7% |
| 1Y | -17.6% | -3.6% | -14.1% | -16.6% |
| All | -17.6% | -4.1% | -13.5% | -16.6% |
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