+176.9%
MCD vs GWRE
+131.0%
+46.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -1.2% | -13.2% | +12.0% | +0.2% |
| 30D | -7.8% | -18.6% | +10.8% | -6.1% |
| 3M | -10.7% | +18.9% | -29.6% | -13.1% |
| 6M | -21.3% | -11.0% | -10.3% | -21.5% |
| YTD | -15.8% | -29.9% | +14.1% | -13.7% |
| 1Y | -16.0% | -44.3% | +28.3% | -11.5% |
| 3Y | -3.0% | +51.7% | -54.6% | -13.8% |
| 5Y | +18.6% | +15.4% | +3.2% | +9.7% |
| All | +176.9% | +131.0% | +46.0% | +127.0% |
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 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