+373.4%
MDY vs GWRE
+741.3%
-367.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -1.9% | -13.2% | +11.4% | +1.2% |
| 30D | -4.6% | -18.6% | +13.9% | -1.1% |
| 3M | -1.2% | +18.9% | -20.1% | -7.3% |
| 6M | +9.2% | -11.0% | +20.2% | +8.1% |
| YTD | +13.1% | -29.9% | +43.0% | +18.1% |
| 1Y | +13.0% | -44.3% | +57.3% | +25.2% |
| 3Y | +49.2% | +51.7% | -2.5% | +21.2% |
| 5Y | +47.2% | +15.4% | +31.8% | +25.3% |
| 10Y | +176.0% | +129.4% | +46.5% | +94.5% |
| All | +373.4% | +741.3% | -367.9% | +186.9% |
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