+267.3%
MP vs W
-46.4%
+313.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | +2.3% | -7.4% | +9.7% | +4.3% |
| 30D | -15.3% | +7.8% | -23.1% | -17.1% |
| 3M | -33.5% | +10.9% | -44.4% | -35.5% |
| 6M | -45.5% | +86.4% | -131.9% | -54.5% |
| YTD | -27.3% | +14.0% | -41.3% | -32.4% |
| 1Y | -40.7% | +3.5% | -44.2% | -43.8% |
| 3Y | +145.9% | +164.8% | -18.9% | +66.8% |
| 5Y | -13.9% | -53.1% | +39.2% | -26.0% |
| All | +267.3% | -46.4% | +313.7% | +245.7% |
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