+221.8%
GWW vs MLM
+28.3%
+193.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.7% |
| 7D | +3.7% | -2.0% | +5.7% | +4.6% |
| 30D | +13.6% | +9.5% | +4.1% | +9.0% |
| 3M | +15.4% | -4.7% | +20.1% | +17.5% |
| 6M | +21.8% | -10.7% | +32.5% | +26.8% |
| YTD | +50.0% | -16.6% | +66.6% | +60.0% |
| 1Y | +60.2% | -15.4% | +75.6% | +69.6% |
| 3Y | +94.4% | +15.9% | +78.4% | +72.3% |
| 5Y | +221.8% | +27.1% | +194.7% | +163.3% |
| All | +221.8% | +28.3% | +193.5% | +163.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling