+53.1%
MMM vs GWRE
+131.0%
-77.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -2.1% | -13.2% | +11.1% | -0.1% |
| 30D | -9.8% | -18.6% | +8.7% | -7.7% |
| 3M | +4.9% | +18.9% | -14.0% | +0.7% |
| 6M | +7.3% | -11.0% | +18.3% | +6.8% |
| YTD | +4.5% | -29.9% | +34.4% | +8.2% |
| 1Y | +5.4% | -44.3% | +49.7% | +13.9% |
| 3Y | +98.6% | +51.7% | +46.9% | +71.6% |
| 5Y | +27.4% | +15.4% | +11.9% | +13.8% |
| All | +53.1% | +131.0% | -77.8% | +15.1% |
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 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