+170.1%
MTB vs GWRE
+131.0%
+39.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | 0.0% | -13.2% | +13.2% | +2.5% |
| 30D | -4.8% | -18.6% | +13.8% | -2.1% |
| 3M | +6.0% | +18.9% | -12.9% | +0.9% |
| 6M | +19.6% | -11.0% | +30.6% | +18.8% |
| YTD | +21.5% | -29.9% | +51.4% | +26.3% |
| 1Y | +24.7% | -44.3% | +69.0% | +36.4% |
| 3Y | +108.6% | +51.7% | +56.9% | +70.5% |
| 5Y | +106.7% | +15.4% | +91.3% | +78.8% |
| All | +170.1% | +131.0% | +39.1% | +92.2% |
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