+19.1%
MCD vs GWRE
+16.2%
+2.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | -0.7% |
| 7D | -2.9% | -26.2% | +23.3% | -1.5% |
| 30D | -6.7% | -17.8% | +11.0% | -6.0% |
| 3M | -9.6% | +14.2% | -23.8% | -10.4% |
| 6M | -22.3% | -12.9% | -9.4% | -22.4% |
| YTD | -15.4% | -29.2% | +13.8% | -14.6% |
| 1Y | -16.8% | -44.4% | +27.6% | -14.9% |
| 3Y | -2.4% | +51.1% | -53.5% | -7.8% |
| All | +19.1% | +16.2% | +2.9% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling