+180.0%
MCD vs WPM
+502.1%
-322.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -2.0% | +7.0% | -9.1% | -2.5% |
| 30D | -6.1% | +15.7% | -21.9% | -7.1% |
| 3M | -7.3% | +35.2% | -42.5% | -9.3% |
| 6M | -20.9% | +6.1% | -27.0% | -21.5% |
| YTD | -14.7% | +32.6% | -47.2% | -16.9% |
| 1Y | -16.1% | +46.9% | -63.0% | -19.1% |
| 3Y | -1.5% | +276.3% | -277.8% | -12.0% |
| 5Y | +20.4% | +260.0% | -239.6% | +7.1% |
| 10Y | +180.0% | +508.5% | -328.5% | +145.5% |
| All | +180.0% | +502.1% | -322.1% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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