+445.3%
MP vs GWRE
+51.6%
+393.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -19.9% | +21.3% | +8.2% |
| 7D | -2.9% | -21.1% | +18.2% | +4.1% |
| 30D | +13.8% | +1.3% | +12.5% | +11.0% |
| 3M | -16.7% | +7.4% | -24.1% | -22.1% |
| 6M | -11.5% | +5.6% | -17.1% | -18.8% |
| YTD | +7.9% | -19.2% | +27.1% | +10.9% |
| 1Y | -15.0% | -25.1% | +10.1% | -10.6% |
| 3Y | +153.5% | +87.7% | +65.8% | +50.2% |
| 5Y | +58.7% | +32.0% | +26.6% | +17.6% |
| All | +445.3% | +51.6% | +393.7% | +276.0% |
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