+267.3%
MP vs GWW
+428.0%
-160.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -15.3% | +14.0% | -29.2% | -20.8% |
| 3M | -33.5% | +14.4% | -47.9% | -38.2% |
| 6M | -45.5% | +21.7% | -67.2% | -51.5% |
| YTD | -27.3% | +48.4% | -75.7% | -42.3% |
| 1Y | -40.7% | +58.4% | -99.1% | -54.7% |
| 3Y | +145.9% | +92.3% | +53.6% | +59.6% |
| 5Y | -13.9% | +221.8% | -235.7% | -61.6% |
| All | +267.3% | +428.0% | -160.7% | +26.5% |
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