+1,344.2%
MLM vs WTW
+1,174.9%
+169.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +2.0% |
| 7D | -2.9% | -2.6% | -0.3% | -1.9% |
| 30D | -6.8% | -1.0% | -5.8% | -6.5% |
| 3M | -11.2% | +29.9% | -41.2% | -20.7% |
| 6M | -21.8% | +10.7% | -32.5% | -26.1% |
| YTD | -17.0% | +2.6% | -19.6% | -19.5% |
| 1Y | -16.4% | +2.8% | -19.1% | -19.1% |
| 3Y | +14.5% | +67.3% | -52.8% | -11.3% |
| 5Y | +41.7% | +56.6% | -14.9% | +12.7% |
| 10Y | +200.0% | +204.1% | -4.0% | +76.5% |
| All | +1,344.2% | +1,174.9% | +169.4% | +505.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling