+1,171.8%
MPC vs GWRE
+167.6%
+1,004.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.7% |
| 7D | +11.2% | -2.0% | +13.2% | +11.8% |
| 30D | -14.5% | -4.1% | -10.4% | -14.0% |
| 3M | +16.7% | -13.4% | +30.0% | +18.7% |
| 6M | +67.6% | +26.0% | +41.6% | +51.7% |
| YTD | +157.9% | -21.3% | +179.2% | +162.1% |
| 1Y | +116.7% | -27.5% | +144.2% | +125.2% |
| 3Y | +199.8% | +72.7% | +127.1% | +121.0% |
| 5Y | +604.4% | +26.4% | +578.1% | +478.9% |
| All | +1,171.8% | +167.6% | +1,004.2% | +641.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling