+264.6%
MP vs W
-47.3%
+311.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | -3.6% | +1.1% | -4.7% | -4.2% |
| 30D | -21.0% | +6.4% | -27.4% | -22.5% |
| 3M | -33.3% | +9.0% | -42.3% | -35.1% |
| 6M | -45.9% | +69.8% | -115.7% | -53.8% |
| YTD | -27.8% | +12.1% | -39.9% | -32.7% |
| 1Y | -43.2% | 0.0% | -43.2% | -45.7% |
| 3Y | +144.0% | +160.3% | -16.3% | +66.2% |
| 5Y | -6.1% | -53.3% | +47.2% | -19.2% |
| All | +264.6% | -47.3% | +311.9% | +244.4% |
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