+445.3%
MP vs GWW
+369.7%
+75.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.9% |
| 7D | -2.9% | +1.4% | -4.2% | -3.6% |
| 30D | +13.8% | +3.3% | +10.5% | +11.9% |
| 3M | -16.7% | +2.9% | -19.6% | -18.8% |
| 6M | -11.5% | +15.8% | -27.3% | -19.4% |
| YTD | +7.9% | +32.0% | -24.1% | -8.8% |
| 1Y | -15.0% | +29.9% | -44.9% | -27.8% |
| 3Y | +153.5% | +91.1% | +62.4% | +62.1% |
| 5Y | +58.7% | +223.9% | -165.3% | -29.8% |
| All | +445.3% | +369.7% | +75.6% | +100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling