+145.5%
MLM vs GWRE
+174.7%
-29.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | -5.8% | -7.3% | +1.5% | -4.2% |
| 30D | +9.8% | -4.0% | +13.8% | +10.5% |
| 3M | -5.2% | -10.5% | +5.3% | -4.5% |
| 6M | -10.3% | +17.7% | -28.0% | -16.9% |
| YTD | -15.5% | -21.3% | +5.9% | -13.9% |
| 1Y | -15.0% | -28.0% | +13.0% | -11.3% |
| 3Y | +17.5% | +73.6% | -56.2% | -12.6% |
| 5Y | +30.5% | +26.1% | +4.4% | +4.7% |
| 10Y | +145.5% | +169.2% | -23.7% | +47.2% |
| All | +145.5% | +174.7% | -29.2% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling