+127.0%
MP vs W
+123.5%
+3.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.4% | +5.3% |
| 7D | -10.5% | -3.6% | -6.9% | -10.0% |
| 30D | -23.5% | +7.0% | -30.5% | -25.0% |
| 3M | -25.4% | +7.4% | -32.8% | -27.1% |
| 6M | -51.3% | +69.3% | -120.6% | -58.3% |
| YTD | -29.9% | +11.3% | -41.2% | -34.5% |
| 1Y | -31.8% | +13.2% | -45.1% | -36.7% |
| 3Y | +127.0% | +142.0% | -15.0% | +49.2% |
| All | +127.0% | +123.5% | +3.5% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling