-6.1%
MP vs WAB
+223.7%
-229.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -4.8% |
| 7D | -3.6% | +4.0% | -7.6% | -6.6% |
| 30D | -21.0% | +6.3% | -27.3% | -24.9% |
| 3M | -33.3% | +3.3% | -36.6% | -35.1% |
| 6M | -45.9% | +14.5% | -60.4% | -52.3% |
| YTD | -27.8% | +42.7% | -70.5% | -47.6% |
| 1Y | -43.2% | +45.2% | -88.4% | -59.4% |
| 3Y | +144.0% | +173.8% | -29.7% | -15.8% |
| 5Y | -6.1% | +223.8% | -229.9% | -73.3% |
| All | -6.1% | +223.7% | -229.8% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling