+445.3%
MP vs W
-53.4%
+498.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.8% |
| 7D | -2.9% | -4.2% | +1.3% | -1.9% |
| 30D | +13.8% | -7.6% | +21.4% | +15.8% |
| 3M | -16.7% | +37.2% | -53.9% | -24.4% |
| 6M | -11.5% | +26.3% | -37.8% | -18.7% |
| YTD | +7.9% | -1.0% | +8.9% | +4.3% |
| 1Y | -15.0% | +20.1% | -35.1% | -23.1% |
| 3Y | +153.5% | +37.8% | +115.7% | +101.8% |
| 5Y | +58.7% | -63.7% | +122.3% | +44.5% |
| All | +445.3% | -53.4% | +498.7% | +433.4% |
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