+92.9%
GWW vs MLM
+18.0%
+74.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | 0.0% | -5.8% | +5.8% | +2.2% |
| 30D | +14.0% | +9.8% | +4.1% | +9.9% |
| 3M | +14.4% | -5.2% | +19.6% | +16.6% |
| 6M | +21.7% | -10.3% | +32.0% | +26.1% |
| YTD | +48.4% | -15.5% | +63.9% | +56.3% |
| 1Y | +58.4% | -15.0% | +73.4% | +66.3% |
| All | +92.9% | +18.0% | +74.9% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling