-15.1%
MP vs GWW
+217.3%
-232.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.3% |
| 7D | -10.5% | +6.0% | -16.5% | -13.1% |
| 30D | -23.5% | +14.0% | -37.6% | -28.4% |
| 3M | -25.4% | +12.5% | -38.0% | -29.9% |
| 6M | -51.3% | +23.6% | -74.9% | -57.0% |
| YTD | -29.9% | +43.6% | -73.5% | -43.2% |
| 1Y | -31.8% | +52.5% | -84.3% | -46.6% |
| 3Y | +127.0% | +92.6% | +34.4% | +45.4% |
| All | -15.1% | +217.3% | -232.4% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling