+254.1%
MP vs GWW
+410.9%
-156.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.3% |
| 7D | -10.5% | +6.0% | -16.5% | -13.3% |
| 30D | -23.5% | +14.0% | -37.6% | -28.6% |
| 3M | -25.4% | +12.5% | -38.0% | -30.1% |
| 6M | -51.3% | +23.6% | -74.9% | -57.2% |
| YTD | -29.9% | +43.6% | -73.5% | -43.5% |
| 1Y | -31.8% | +52.5% | -84.3% | -47.0% |
| 3Y | +127.0% | +92.6% | +34.4% | +46.3% |
| 5Y | -3.3% | +219.0% | -222.3% | -56.7% |
| All | +254.1% | +410.9% | -156.8% | +24.0% |
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