+1,120.5%
MPC vs GWRE
+129.6%
+990.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.4% |
| 7D | +1.2% | -30.9% | +32.2% | +10.0% |
| 30D | +17.0% | -20.7% | +37.7% | +22.3% |
| 3M | +49.5% | +20.2% | +29.3% | +38.7% |
| 6M | +83.5% | -11.9% | +95.4% | +82.5% |
| YTD | +144.1% | -30.3% | +174.4% | +157.4% |
| 1Y | +119.6% | -44.6% | +164.2% | +147.1% |
| 3Y | +168.1% | +48.8% | +119.3% | +106.6% |
| 5Y | +671.3% | +14.8% | +656.6% | +546.7% |
| All | +1,120.5% | +129.6% | +990.9% | +660.5% |
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 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