-17.8%
MP vs GWRE
-45.4%
+27.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.4% |
| 7D | -4.6% | -30.9% | +26.4% | -3.3% |
| 30D | -7.1% | -20.7% | +13.6% | -6.8% |
| 3M | -4.0% | +20.2% | -24.1% | -7.9% |
| 6M | -16.7% | -11.9% | -4.8% | -14.9% |
| YTD | +1.6% | -30.3% | +31.9% | +14.0% |
| 1Y | -17.8% | -44.6% | +26.8% | +13.0% |
| All | -17.8% | -45.4% | +27.6% | +13.0% |
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 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