+163.7%
MKC vs GWRE
+741.3%
-577.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -1.5% | -13.2% | +11.8% | 0.0% |
| 30D | -3.1% | -18.6% | +15.5% | -1.3% |
| 3M | +5.2% | +18.9% | -13.7% | +2.6% |
| 6M | -12.8% | -11.0% | -1.9% | -13.0% |
| YTD | -23.3% | -29.9% | +6.6% | -21.5% |
| 1Y | -24.1% | -44.3% | +20.2% | -20.2% |
| 3Y | -32.1% | +51.7% | -83.8% | -38.2% |
| 5Y | -32.8% | +15.4% | -48.2% | -37.8% |
| 10Y | +29.9% | +129.4% | -99.6% | +8.7% |
| All | +163.7% | +741.3% | -577.6% | +111.0% |
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