-15.1%
MP vs W
-54.5%
+39.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.4% | +5.3% |
| 7D | -10.5% | -3.6% | -6.9% | -9.9% |
| 30D | -23.5% | +7.0% | -30.5% | -25.1% |
| 3M | -25.4% | +7.4% | -32.8% | -27.3% |
| 6M | -51.3% | +69.3% | -120.6% | -58.7% |
| YTD | -29.9% | +11.3% | -41.2% | -34.7% |
| 1Y | -31.8% | +13.2% | -45.1% | -37.0% |
| 3Y | +127.0% | +142.0% | -15.0% | +53.9% |
| All | -15.1% | -54.5% | +39.4% | -15.2% |
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 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