+200.9%
MLM vs GWRE
+133.1%
+67.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.0% | +3.2% | -0.6% |
| 7D | -2.7% | -26.2% | +23.5% | +3.5% |
| 30D | -8.3% | -17.8% | +9.4% | -5.2% |
| 3M | -12.0% | +14.2% | -26.2% | -16.6% |
| 6M | -17.6% | -12.9% | -4.7% | -17.8% |
| YTD | -18.9% | -29.2% | +10.4% | -14.8% |
| 1Y | -17.6% | -44.4% | +26.8% | -7.3% |
| 3Y | +16.8% | +51.1% | -34.3% | -9.4% |
| 5Y | +41.0% | +16.5% | +24.5% | +15.5% |
| All | +200.9% | +133.1% | +67.8% | +93.2% |
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