+58.1%
MP vs W
-63.2%
+121.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.7% |
| 7D | -2.9% | -4.2% | +1.3% | -1.8% |
| 30D | +13.8% | -7.6% | +21.4% | +15.9% |
| 3M | -16.7% | +37.2% | -53.9% | -24.8% |
| 6M | -11.5% | +26.3% | -37.8% | -19.1% |
| YTD | +7.9% | -1.0% | +8.9% | +4.0% |
| 1Y | -15.0% | +20.1% | -35.1% | -23.6% |
| 3Y | +153.5% | +37.8% | +115.7% | +99.0% |
| All | +58.1% | -63.2% | +121.3% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling