+1,564.8%
MCD vs WPM
+5,967.5%
-4,402.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.5% |
| 7D | -2.8% | +1.1% | -3.9% | -2.9% |
| 30D | -6.0% | +26.4% | -32.4% | -7.3% |
| 3M | -5.6% | +20.8% | -26.4% | -6.8% |
| 6M | -21.9% | +1.1% | -23.0% | -22.2% |
| YTD | -14.7% | +32.5% | -47.2% | -16.5% |
| 1Y | -17.3% | +51.5% | -68.8% | -19.8% |
| 3Y | -2.2% | +267.0% | -269.2% | -10.1% |
| 5Y | +20.3% | +250.1% | -229.8% | +10.1% |
| 10Y | +180.7% | +540.4% | -359.7% | +145.5% |
| All | +1,564.8% | +5,967.5% | -4,402.7% | +1,096.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling