+227.0%
MDT vs GWRE
+736.4%
-509.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -1.6% | -30.9% | +29.4% | +4.0% |
| 30D | +1.0% | -20.7% | +21.7% | +4.2% |
| 3M | +15.2% | +20.2% | -5.0% | +10.3% |
| 6M | +3.7% | -11.9% | +15.5% | +3.4% |
| YTD | -3.0% | -30.3% | +27.3% | +0.4% |
| 1Y | +2.5% | -44.6% | +47.1% | +10.5% |
| 3Y | +26.5% | +48.8% | -22.3% | +8.5% |
| 5Y | -18.3% | +14.8% | -33.0% | -27.7% |
| 10Y | +40.2% | +128.1% | -87.9% | +6.5% |
| All | +227.0% | +736.4% | -509.4% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling