+306.6%
MCD vs GWRE
+844.6%
-538.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -1.6% | -2.0% | +0.3% | -1.5% |
| 30D | +14.1% | -4.1% | +18.2% | +14.5% |
| 3M | +0.6% | -13.4% | +14.0% | +1.5% |
| 6M | 0.0% | +26.0% | -25.9% | -3.7% |
| YTD | -9.3% | -21.3% | +12.0% | -8.6% |
| 1Y | -9.3% | -27.5% | +18.2% | -7.8% |
| 3Y | +8.6% | +72.7% | -64.1% | -3.0% |
| 5Y | +21.9% | +26.4% | -4.5% | +12.2% |
| 10Y | +202.8% | +169.3% | +33.5% | +149.0% |
| All | +306.6% | +844.6% | -538.0% | +215.9% |
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