-18.2%
MDT vs GWRE
+15.1%
-33.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -3.4% | -13.2% | +9.8% | -2.1% |
| 30D | +0.2% | -18.6% | +18.8% | +1.8% |
| 3M | +14.3% | +18.9% | -4.6% | +11.4% |
| 6M | +4.0% | -11.0% | +15.0% | +3.7% |
| YTD | -3.7% | -29.9% | +26.2% | -1.3% |
| 1Y | -0.4% | -44.3% | +44.0% | +5.2% |
| 3Y | +23.3% | +51.7% | -28.4% | +7.4% |
| All | -18.2% | +15.1% | -33.2% | -25.7% |
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