+104.2%
MTB vs GWRE
+15.1%
+89.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | 0.0% | -13.2% | +13.2% | +1.4% |
| 30D | -4.8% | -18.6% | +13.8% | -3.3% |
| 3M | +6.0% | +18.9% | -12.9% | +2.9% |
| 6M | +19.6% | -11.0% | +30.6% | +19.3% |
| YTD | +21.5% | -29.9% | +51.4% | +25.1% |
| 1Y | +24.7% | -44.3% | +69.0% | +33.1% |
| 3Y | +108.6% | +51.7% | +56.9% | +80.2% |
| All | +104.2% | +15.1% | +89.1% | +83.6% |
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 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