+1,353.7%
MLM vs WTW
+1,156.7%
+197.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -0.9% |
| 7D | -4.1% | +1.4% | -5.5% | -4.6% |
| 30D | +8.2% | +13.1% | -5.0% | +2.9% |
| 3M | -3.6% | -3.0% | -0.6% | -2.6% |
| 6M | -15.6% | +31.2% | -46.8% | -25.2% |
| YTD | -16.4% | +1.1% | -17.5% | -18.6% |
| 1Y | -14.3% | +3.4% | -17.8% | -17.4% |
| 3Y | +19.3% | +44.7% | -25.4% | -1.4% |
| 5Y | +29.6% | +52.0% | -22.4% | +4.4% |
| 10Y | +189.9% | +223.5% | -33.6% | +66.7% |
| All | +1,353.7% | +1,156.7% | +197.0% | +512.0% |
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