+1,029.4%
MDB vs GWRE
+84.5%
+944.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.6% |
| 7D | -1.8% | -13.2% | +11.5% | +9.6% |
| 30D | -17.3% | -18.6% | +1.3% | -5.1% |
| 3M | +2.2% | +18.9% | -16.7% | -17.3% |
| 6M | +33.9% | -11.0% | +44.8% | +36.2% |
| YTD | -13.7% | -29.9% | +16.2% | +6.6% |
| 1Y | +9.1% | -44.3% | +53.4% | +63.4% |
| 3Y | -8.1% | +51.7% | -59.8% | -53.1% |
| 5Y | -25.9% | +15.4% | -41.3% | -49.4% |
| All | +1,029.4% | +84.5% | +944.9% | +382.3% |
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 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