+445.3%
MP vs WAB
+388.8%
+56.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.9% |
| 7D | -2.9% | -3.2% | +0.4% | -0.6% |
| 30D | +13.8% | -4.4% | +18.3% | +17.7% |
| 3M | -16.7% | +7.9% | -24.6% | -21.8% |
| 6M | -11.5% | +8.7% | -20.2% | -17.5% |
| YTD | +7.9% | +33.0% | -25.0% | -13.6% |
| 1Y | -15.0% | +46.7% | -61.7% | -37.0% |
| 3Y | +153.5% | +153.0% | +0.5% | +16.6% |
| 5Y | +58.7% | +222.3% | -163.6% | -38.1% |
| All | +445.3% | +388.8% | +56.5% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling