-19.1%
MP vs WAB
+198.1%
-217.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.6% | -0.5% | -1.6% |
| 7D | -19.0% | -2.5% | -16.5% | -17.4% |
| 30D | -30.5% | -4.4% | -26.1% | -28.1% |
| 3M | -29.6% | -5.9% | -23.7% | -26.3% |
| 6M | -50.4% | +5.9% | -56.4% | -53.4% |
| YTD | -33.2% | +30.9% | -64.1% | -48.1% |
| 1Y | -38.6% | +35.8% | -74.4% | -53.7% |
| 3Y | +105.5% | +154.0% | -48.5% | -25.1% |
| All | -19.1% | +198.1% | -217.1% | -75.3% |
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