+259.1%
MP vs W
-42.1%
+301.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +11.0% | -16.1% | -7.8% |
| 7D | -12.5% | +8.4% | -20.9% | -14.5% |
| 30D | -23.3% | +16.5% | -39.8% | -26.4% |
| 3M | -24.4% | +6.4% | -30.8% | -26.0% |
| 6M | -45.8% | +90.5% | -136.3% | -55.0% |
| YTD | -28.9% | +23.1% | -52.0% | -35.2% |
| 1Y | -34.6% | +24.3% | -58.9% | -40.7% |
| 3Y | +118.7% | +149.0% | -30.3% | +50.5% |
| 5Y | -3.1% | -51.7% | +48.6% | -17.6% |
| All | +259.1% | -42.1% | +301.2% | +231.4% |
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