-18.1%
MLM vs GWRE
-45.4%
+27.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -1.3% | -30.9% | +29.7% | -1.1% |
| 30D | -9.1% | -20.7% | +11.6% | -9.2% |
| 3M | -9.0% | +20.2% | -29.1% | -8.2% |
| 6M | -17.0% | -11.9% | -5.2% | -16.5% |
| YTD | -19.0% | -30.3% | +11.4% | -17.5% |
| 1Y | -18.1% | -44.6% | +26.6% | -14.0% |
| All | -18.1% | -45.4% | +27.3% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling