+62.7%
MP vs GWRE
+15.9%
+46.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.1% | -0.4% |
| 7D | -0.7% | -26.2% | +25.5% | +7.7% |
| 30D | -0.7% | -17.8% | +17.1% | +3.5% |
| 3M | 0.0% | +14.2% | -14.2% | -9.5% |
| 6M | -10.0% | -12.9% | +2.9% | -10.7% |
| YTD | +7.5% | -29.2% | +36.7% | +15.3% |
| 1Y | -14.0% | -44.4% | +30.4% | +3.8% |
| 3Y | +153.5% | +51.1% | +102.4% | +66.8% |
| 5Y | +62.7% | +16.5% | +46.2% | +44.0% |
| All | +62.7% | +15.9% | +46.8% | +44.0% |
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 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