+338.3%
MTB vs GWRE
+736.4%
-398.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -0.4% | -30.9% | +30.5% | +5.6% |
| 30D | -4.6% | -20.7% | +16.1% | -1.5% |
| 3M | +7.4% | +20.2% | -12.7% | +2.4% |
| 6M | +18.7% | -11.9% | +30.5% | +18.1% |
| YTD | +21.1% | -30.3% | +51.4% | +25.4% |
| 1Y | +24.1% | -44.6% | +68.7% | +34.4% |
| 3Y | +115.3% | +48.8% | +66.6% | +83.2% |
| 5Y | +106.0% | +14.8% | +91.3% | +81.4% |
| 10Y | +171.6% | +128.1% | +43.5% | +103.5% |
| All | +338.3% | +736.4% | -398.1% | +201.3% |
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