+29.9%
GWW vs MLM
-15.9%
+45.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.6% |
| 7D | +1.4% | -2.9% | +4.3% | +2.1% |
| 30D | +3.3% | -6.8% | +10.1% | +5.1% |
| 3M | +2.9% | -11.2% | +14.2% | +6.1% |
| 6M | +15.8% | -21.8% | +37.6% | +23.7% |
| YTD | +32.0% | -17.0% | +49.0% | +36.0% |
| 1Y | +29.9% | -16.4% | +46.3% | +32.3% |
| All | +29.9% | -15.9% | +45.8% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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