+158.5%
MP vs GWRE
+66.3%
+92.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.8% | +9.4% | +2.8% |
| 7D | +3.0% | -25.6% | +28.6% | +7.6% |
| 30D | +8.3% | -12.2% | +20.5% | +9.4% |
| 3M | -3.8% | +17.7% | -21.5% | -9.8% |
| 6M | -4.9% | -11.3% | +6.4% | -4.4% |
| YTD | +9.6% | -25.5% | +35.1% | +15.6% |
| 1Y | -11.7% | -42.8% | +31.1% | +1.9% |
| 3Y | +158.5% | +59.0% | +99.5% | +91.4% |
| All | +158.5% | +66.3% | +92.2% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling