+2,939.6%
MPC vs GWRE
+869.7%
+2,069.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -19.9% | +20.2% | +5.1% |
| 7D | +5.4% | -21.1% | +26.5% | +10.8% |
| 30D | +31.0% | +1.3% | +29.7% | +29.2% |
| 3M | +46.0% | +7.4% | +38.6% | +40.4% |
| 6M | +77.3% | +5.6% | +71.7% | +69.1% |
| YTD | +141.9% | -19.2% | +161.1% | +145.6% |
| 1Y | +120.9% | -25.1% | +146.1% | +126.5% |
| 3Y | +182.7% | +87.7% | +95.0% | +114.7% |
| 5Y | +646.4% | +32.0% | +614.4% | +512.7% |
| 10Y | +1,138.7% | +157.8% | +981.0% | +727.6% |
| All | +2,939.6% | +869.7% | +2,069.9% | +1,612.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling