+147.4%
MLM vs GWRE
+170.1%
-22.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.2% |
| 7D | -2.9% | -3.5% | +0.6% | -2.1% |
| 30D | +10.4% | -7.1% | +17.5% | +11.9% |
| 3M | -3.7% | -10.1% | +6.4% | -3.1% |
| 6M | -10.3% | +12.3% | -22.6% | -15.9% |
| YTD | -14.8% | -22.7% | +7.8% | -12.9% |
| 1Y | -13.9% | -28.6% | +14.7% | -10.0% |
| 3Y | +18.4% | +70.7% | -52.3% | -11.6% |
| 5Y | +31.8% | +24.4% | +7.4% | +6.0% |
| All | +147.4% | +170.1% | -22.6% | +48.9% |
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