-13.9%
MP vs GWRE
+25.5%
-39.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | +2.3% | -7.3% | +9.6% | +4.4% |
| 30D | -15.3% | -4.0% | -11.3% | -15.0% |
| 3M | -33.5% | -10.5% | -23.0% | -33.4% |
| 6M | -45.5% | +17.7% | -63.3% | -51.7% |
| YTD | -27.3% | -21.3% | -6.0% | -25.4% |
| 1Y | -40.7% | -28.0% | -12.7% | -36.5% |
| 3Y | +145.9% | +73.6% | +72.2% | +52.6% |
| 5Y | -13.9% | +26.1% | -40.0% | -21.1% |
| All | -13.9% | +25.5% | -39.4% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling