+23.0%
MMM vs GWRE
-24.5%
+47.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.9% | +3.6% | +9.5% |
| 7D | +12.2% | +2.2% | +10.0% | +12.2% |
| 30D | +18.8% | +4.5% | +14.3% | +18.9% |
| 3M | +7.4% | +6.4% | +0.9% | +7.6% |
| 6M | +38.3% | +18.8% | +19.5% | +39.6% |
| YTD | +22.9% | -15.1% | +38.0% | +28.3% |
| 1Y | +23.0% | -23.4% | +46.4% | +34.1% |
| All | +23.0% | -24.5% | +47.5% | +34.1% |
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