+253.9%
MMM vs GWRE
+749.2%
-495.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.1% | -1.2% |
| 7D | -2.6% | -26.2% | +23.6% | +1.2% |
| 30D | -9.3% | -17.8% | +8.5% | -7.3% |
| 3M | +5.6% | +14.2% | -8.7% | +2.2% |
| 6M | +9.5% | -12.9% | +22.4% | +9.3% |
| YTD | +4.1% | -29.2% | +33.4% | +7.1% |
| 1Y | +9.4% | -44.4% | +53.8% | +17.1% |
| 3Y | +101.0% | +51.1% | +49.9% | +77.8% |
| 5Y | +26.1% | +16.5% | +9.6% | +14.1% |
| 10Y | +54.7% | +131.6% | -76.8% | +22.1% |
| All | +253.9% | +749.2% | -495.3% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling