-37.3%
MP vs GWW
+60.2%
-97.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | +11.0% | +3.7% | +7.3% | +10.9% |
| 30D | -11.7% | +13.6% | -25.3% | -12.2% |
| 3M | -30.8% | +15.4% | -46.1% | -31.2% |
| 6M | -42.9% | +21.8% | -64.7% | -45.0% |
| YTD | -25.9% | +50.0% | -75.9% | -31.1% |
| 1Y | -37.3% | +60.2% | -97.5% | -40.5% |
| All | -37.3% | +60.2% | -97.5% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling