+117.2%
MPC vs GWRE
-24.5%
+141.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.9% | -14.1% | -8.5% |
| 7D | -10.9% | +2.2% | -13.1% | -11.0% |
| 30D | -9.4% | +4.5% | -13.9% | -9.6% |
| 3M | +26.0% | +6.4% | +19.5% | +24.7% |
| 6M | +56.5% | +18.8% | +37.7% | +52.4% |
| YTD | +144.3% | -15.1% | +159.4% | +118.6% |
| 1Y | +117.2% | -23.4% | +140.7% | +98.9% |
| All | +117.2% | -24.5% | +141.7% | +98.9% |
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