+29.8%
MLM vs GWRE
+27.1%
+2.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.5% |
| 7D | -3.8% | -1.0% | -2.9% | -3.7% |
| 30D | +11.0% | -3.9% | +14.9% | +11.5% |
| 3M | -3.1% | -5.7% | +2.6% | -3.4% |
| 6M | -9.8% | +16.2% | -26.0% | -14.6% |
| YTD | -14.4% | -20.0% | +5.6% | -12.3% |
| 1Y | -12.6% | -26.2% | +13.7% | -8.6% |
| 3Y | +19.7% | +79.5% | -59.8% | -10.9% |
| 5Y | +29.8% | +25.8% | +3.9% | +10.0% |
| All | +29.8% | +27.1% | +2.7% | +10.0% |
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 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