+175.1%
MPC vs GWRE
+51.5%
+123.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.9% |
| 7D | +3.2% | -26.2% | +29.4% | +6.0% |
| 30D | +25.0% | -17.8% | +42.8% | +26.8% |
| 3M | +55.2% | +14.2% | +40.9% | +50.9% |
| 6M | +86.4% | -12.9% | +99.3% | +85.8% |
| YTD | +148.5% | -29.2% | +177.7% | +152.8% |
| 1Y | +121.7% | -44.4% | +166.1% | +132.8% |
| All | +175.1% | +51.5% | +123.6% | +143.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling