+267.3%
MP vs WAB
+425.7%
-158.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.3% | +3.1% | -0.8% | +0.2% |
| 30D | -15.3% | +6.4% | -21.7% | -19.0% |
| 3M | -33.5% | +2.2% | -35.7% | -34.6% |
| 6M | -45.5% | +13.7% | -59.2% | -50.9% |
| YTD | -27.3% | +43.0% | -70.3% | -44.8% |
| 1Y | -40.7% | +47.0% | -87.7% | -56.0% |
| 3Y | +145.9% | +174.4% | -28.5% | +6.5% |
| 5Y | -13.9% | +222.2% | -236.1% | -67.2% |
| All | +267.3% | +425.7% | -158.4% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling