-25.3%
MDB vs GWRE
+15.1%
-40.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.6% |
| 7D | -1.8% | -13.2% | +11.5% | +9.2% |
| 30D | -17.3% | -18.6% | +1.3% | -5.7% |
| 3M | +2.2% | +18.9% | -16.7% | -17.0% |
| 6M | +33.9% | -11.0% | +44.8% | +36.6% |
| YTD | -13.7% | -29.9% | +16.2% | +7.0% |
| 1Y | +9.1% | -44.3% | +53.4% | +64.2% |
| 3Y | -8.1% | +51.7% | -59.8% | -58.5% |
| All | -25.3% | +15.1% | -40.4% | -46.7% |
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