+159.3%
MP vs GWW
+93.2%
+66.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +9.5% | +3.6% | +5.9% | +8.6% |
| 30D | -3.0% | +12.1% | -15.1% | -5.8% |
| 3M | -30.4% | +12.9% | -43.3% | -32.6% |
| 6M | -39.2% | +19.3% | -58.5% | -42.6% |
| YTD | -23.3% | +48.7% | -72.0% | -33.2% |
| 1Y | -32.6% | +60.5% | -93.1% | -42.9% |
| 3Y | +159.3% | +93.3% | +66.0% | +87.5% |
| All | +159.3% | +93.2% | +66.0% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling