+40.2%
MLM vs GWRE
+14.4%
+25.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -1.3% | -30.9% | +29.7% | +4.9% |
| 30D | -9.1% | -20.7% | +11.6% | -6.2% |
| 3M | -9.0% | +20.2% | -29.1% | -13.6% |
| 6M | -17.0% | -11.9% | -5.2% | -17.2% |
| YTD | -19.0% | -30.3% | +11.4% | -14.6% |
| 1Y | -18.1% | -44.6% | +26.6% | -8.3% |
| 3Y | +16.7% | +48.8% | -32.1% | -9.6% |
| 5Y | +40.2% | +14.8% | +25.5% | +19.8% |
| All | +40.2% | +14.4% | +25.8% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling