+453.7%
MP vs GWW
+357.2%
+96.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.9% |
| 7D | +3.0% | -1.5% | +4.6% | +3.7% |
| 30D | +8.3% | +1.1% | +7.2% | +7.6% |
| 3M | -3.8% | -1.0% | -2.9% | -4.4% |
| 6M | -4.9% | +16.3% | -21.2% | -13.8% |
| YTD | +9.6% | +28.5% | -18.9% | -6.2% |
| 1Y | -11.7% | +30.3% | -42.0% | -25.3% |
| 3Y | +158.5% | +91.6% | +66.9% | +64.2% |
| 5Y | +68.9% | +224.0% | -155.1% | -25.5% |
| All | +453.7% | +357.2% | +96.5% | +105.8% |
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