+237.4%
MP vs W
-46.9%
+284.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.2% | +2.2% | -4.0% |
| 7D | -19.0% | -5.6% | -13.4% | -18.0% |
| 30D | -30.5% | +7.5% | -38.0% | -31.9% |
| 3M | -29.6% | +5.4% | -35.0% | -30.9% |
| 6M | -50.4% | +79.4% | -129.8% | -58.2% |
| YTD | -33.2% | +12.9% | -46.1% | -37.8% |
| 1Y | -38.6% | +12.4% | -51.0% | -42.9% |
| 3Y | +105.5% | +128.5% | -23.0% | +44.5% |
| 5Y | -7.8% | -54.0% | +46.1% | -20.5% |
| All | +237.4% | -46.9% | +284.3% | +218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling