+380.3%
MCO vs WPM
+558.4%
-178.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.3% |
| 7D | -3.8% | -0.6% | -3.2% | -3.7% |
| 30D | -0.4% | +14.4% | -14.8% | -2.4% |
| 3M | +7.7% | +37.0% | -29.3% | +2.7% |
| 6M | +7.0% | +4.1% | +2.9% | +5.5% |
| YTD | -6.4% | +31.7% | -38.1% | -11.7% |
| 1Y | -7.6% | +44.2% | -51.8% | -14.5% |
| 3Y | +43.2% | +265.5% | -222.3% | +11.5% |
| 5Y | +29.6% | +262.5% | -232.9% | -0.6% |
| All | +380.3% | +558.4% | -178.1% | +255.1% |
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