+22.7%
MCD vs WPM
+246.3%
-223.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -0.8% |
| 7D | +7.1% | +16.9% | -9.8% | +6.0% |
| 30D | +19.8% | +2.0% | +17.8% | +19.4% |
| 3M | +0.8% | +8.9% | -8.1% | 0.0% |
| 6M | -1.3% | +1.6% | -2.9% | -1.9% |
| YTD | -7.8% | +16.5% | -24.3% | -9.8% |
| 1Y | -5.0% | +42.2% | -47.2% | -8.7% |
| 3Y | +10.5% | +213.3% | -202.8% | -1.8% |
| All | +22.7% | +246.3% | -223.5% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling