+601.4%
MPC vs GWRE
+27.1%
+574.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.4% |
| 7D | +9.4% | -4.4% | +13.8% | +9.9% |
| 30D | -13.4% | -3.5% | -10.0% | -13.2% |
| 3M | +18.9% | -7.6% | +26.4% | +19.0% |
| 6M | +64.9% | +21.8% | +43.1% | +59.0% |
| YTD | +156.8% | -20.4% | +177.2% | +157.8% |
| 1Y | +113.2% | -27.6% | +140.8% | +116.4% |
| 3Y | +201.8% | +75.7% | +126.1% | +172.4% |
| 5Y | +601.4% | +27.8% | +573.6% | +581.4% |
| All | +601.4% | +27.1% | +574.3% | +581.4% |
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