+58.1%
MP vs WAB
+222.7%
-164.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.8% |
| 7D | -2.9% | -3.2% | +0.4% | -0.2% |
| 30D | +13.8% | -4.4% | +18.3% | +18.3% |
| 3M | -16.7% | +7.9% | -24.6% | -22.7% |
| 6M | -11.5% | +8.7% | -20.2% | -18.7% |
| YTD | +7.9% | +33.0% | -25.0% | -17.3% |
| 1Y | -15.0% | +46.7% | -61.7% | -40.8% |
| 3Y | +153.5% | +153.0% | +0.5% | -8.8% |
| All | +58.1% | +222.7% | -164.6% | -57.4% |
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