+120.9%
MPC vs GWRE
-25.4%
+146.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -19.9% | +20.2% | +1.6% |
| 7D | +5.4% | -21.1% | +26.5% | +6.9% |
| 30D | +31.0% | +1.3% | +29.7% | +30.4% |
| 3M | +46.0% | +7.4% | +38.6% | +44.4% |
| 6M | +77.3% | +5.6% | +71.7% | +73.8% |
| YTD | +141.9% | -19.2% | +161.1% | +131.6% |
| 1Y | +120.9% | -25.1% | +146.1% | +111.5% |
| All | +120.9% | -25.4% | +146.3% | +111.5% |
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