+274.5%
MP vs W
-47.8%
+322.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.5% | +2.6% |
| 7D | +11.0% | -1.7% | +12.7% | +11.5% |
| 30D | -11.7% | +3.2% | -15.0% | -12.7% |
| 3M | -30.8% | +8.3% | -39.1% | -32.5% |
| 6M | -42.9% | +84.3% | -127.2% | -52.2% |
| YTD | -25.9% | +11.0% | -36.9% | -30.7% |
| 1Y | -37.3% | -0.2% | -37.1% | -40.1% |
| 3Y | +150.7% | +157.9% | -7.3% | +71.1% |
| 5Y | -19.3% | -56.8% | +37.5% | -29.5% |
| All | +274.5% | -47.8% | +322.3% | +254.7% |
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