+19.3%
MLM vs WTW
+44.3%
-25.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.4% |
| 7D | -4.1% | +1.4% | -5.5% | -4.4% |
| 30D | +8.2% | +13.1% | -5.0% | +5.5% |
| 3M | -3.6% | -3.0% | -0.6% | -3.2% |
| 6M | -15.6% | +31.2% | -46.8% | -20.4% |
| YTD | -16.4% | +1.1% | -17.5% | -16.5% |
| 1Y | -14.3% | +3.4% | -17.8% | -15.1% |
| 3Y | +19.3% | +44.7% | -25.4% | +10.8% |
| All | +19.3% | +44.3% | -25.0% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling