+264.6%
MP vs GWW
+423.2%
-158.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.2% | -4.3% |
| 7D | -3.6% | +5.5% | -9.2% | -6.4% |
| 30D | -21.0% | +14.4% | -35.4% | -26.4% |
| 3M | -33.3% | +13.7% | -47.0% | -37.8% |
| 6M | -45.9% | +20.1% | -66.0% | -51.6% |
| YTD | -27.8% | +47.1% | -74.9% | -42.5% |
| 1Y | -43.2% | +56.2% | -99.4% | -56.3% |
| 3Y | +144.0% | +90.5% | +53.5% | +59.2% |
| 5Y | -6.1% | +221.2% | -227.3% | -58.1% |
| All | +264.6% | +423.2% | -158.6% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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