+287.6%
MP vs W
-47.6%
+335.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +9.5% | +0.2% | +9.3% | +9.4% |
| 30D | -3.0% | +6.8% | -9.8% | -4.9% |
| 3M | -30.4% | +10.7% | -41.0% | -32.4% |
| 6M | -39.2% | +86.3% | -125.5% | -49.2% |
| YTD | -23.3% | +11.5% | -34.7% | -28.3% |
| 1Y | -32.6% | +5.1% | -37.7% | -36.4% |
| 3Y | +159.3% | +171.0% | -11.7% | +74.9% |
| 5Y | -16.4% | -56.6% | +40.2% | -27.1% |
| All | +287.6% | -47.6% | +335.2% | +266.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling