-23.3%
MKC vs GWRE
-25.4%
+2.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -19.9% | +19.0% | 0.0% |
| 7D | -5.9% | -21.1% | +15.2% | -4.8% |
| 30D | -0.9% | +1.3% | -2.2% | -1.1% |
| 3M | +12.7% | +7.4% | +5.3% | +10.7% |
| 6M | -19.3% | +5.6% | -24.9% | -20.3% |
| YTD | -22.2% | -19.2% | -3.0% | -21.6% |
| 1Y | -23.3% | -25.1% | +1.8% | -22.1% |
| All | -23.3% | -25.4% | +2.1% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling