+6,708.7%
GWW vs MLM
+2,933.1%
+3,775.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -3.4% | -0.9% | -2.4% | -3.1% |
| 30D | -1.9% | -6.1% | +4.2% | 0.0% |
| 3M | -2.4% | -9.7% | +7.3% | +0.5% |
| 6M | +15.7% | -14.4% | +30.1% | +20.9% |
| YTD | +27.6% | -17.7% | +45.3% | +34.7% |
| 1Y | +27.2% | -18.7% | +45.9% | +34.7% |
| 3Y | +89.7% | +18.1% | +71.5% | +76.3% |
| 5Y | +223.9% | +42.3% | +181.6% | +180.8% |
| 10Y | +567.1% | +213.6% | +353.5% | +329.6% |
| All | +6,708.7% | +2,933.1% | +3,775.6% | +2,265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling