-11.7%
MP vs GWW
+30.8%
-42.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.8% |
| 7D | +3.0% | -1.5% | +4.6% | +3.2% |
| 30D | +8.3% | +1.1% | +7.2% | +8.2% |
| 3M | -3.8% | -1.0% | -2.9% | -4.6% |
| 6M | -4.9% | +16.3% | -21.2% | -11.8% |
| YTD | +9.6% | +28.5% | -18.9% | +3.5% |
| 1Y | -11.7% | +30.3% | -42.0% | -12.7% |
| All | -11.7% | +30.8% | -42.6% | -12.7% |
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