-5.2%
MDB vs GWRE
+49.2%
-54.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +5.2% |
| 7D | -2.8% | -30.9% | +28.2% | +17.9% |
| 30D | -14.9% | -20.7% | +5.8% | -4.5% |
| 3M | +7.3% | +20.2% | -12.8% | -7.3% |
| 6M | +38.2% | -11.9% | +50.0% | +43.2% |
| YTD | -10.9% | -30.3% | +19.4% | +4.3% |
| 1Y | +11.6% | -44.6% | +56.3% | +47.8% |
| All | -5.2% | +49.2% | -54.4% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling