+23.3%
MDT vs GWRE
+50.1%
-26.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -3.4% | -13.2% | +9.8% | -2.7% |
| 30D | +0.2% | -18.6% | +18.8% | +1.0% |
| 3M | +14.3% | +18.9% | -4.6% | +13.0% |
| 6M | +4.0% | -11.0% | +15.0% | +3.6% |
| YTD | -3.7% | -29.9% | +26.2% | -2.7% |
| 1Y | -0.4% | -44.3% | +44.0% | +2.1% |
| 3Y | +23.3% | +51.7% | -28.4% | +15.1% |
| All | +23.3% | +50.1% | -26.8% | +15.1% |
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