+264.6%
MP vs WAB
+424.5%
-159.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -4.7% |
| 7D | -3.6% | +4.0% | -7.6% | -6.2% |
| 30D | -21.0% | +6.3% | -27.3% | -24.4% |
| 3M | -33.3% | +3.3% | -36.6% | -34.9% |
| 6M | -45.9% | +14.5% | -60.4% | -51.5% |
| YTD | -27.8% | +42.7% | -70.5% | -45.2% |
| 1Y | -43.2% | +45.2% | -88.4% | -57.5% |
| 3Y | +144.0% | +173.8% | -29.7% | +5.9% |
| 5Y | -6.1% | +223.8% | -229.9% | -64.3% |
| All | +264.6% | +424.5% | -159.9% | +18.0% |
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