+679.9%
MPC vs GWRE
+15.9%
+664.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.9% |
| 7D | +3.2% | -26.2% | +29.4% | +6.2% |
| 30D | +25.0% | -17.8% | +42.8% | +27.0% |
| 3M | +55.2% | +14.2% | +40.9% | +51.1% |
| 6M | +86.4% | -12.9% | +99.3% | +86.2% |
| YTD | +148.5% | -29.2% | +177.7% | +153.2% |
| 1Y | +121.7% | -44.4% | +166.1% | +132.5% |
| 3Y | +172.9% | +51.1% | +121.8% | +149.4% |
| 5Y | +679.9% | +16.5% | +663.4% | +657.5% |
| All | +679.9% | +15.9% | +664.0% | +657.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling