-17.3%
MCD vs GWRE
-25.4%
+8.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -19.9% | +18.4% | -0.9% |
| 7D | -2.8% | -21.1% | +18.3% | -2.2% |
| 30D | -6.0% | +1.3% | -7.3% | -6.1% |
| 3M | -5.6% | +7.4% | -13.0% | -6.6% |
| 6M | -21.9% | +5.6% | -27.5% | -22.8% |
| YTD | -14.7% | -19.2% | +4.5% | -15.4% |
| 1Y | -17.3% | -25.1% | +7.9% | -17.7% |
| All | -17.3% | -25.4% | +8.1% | -17.7% |
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