+254.1%
MP vs WAB
+390.1%
-136.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +3.7% |
| 7D | -10.5% | +1.4% | -11.9% | -11.5% |
| 30D | -23.5% | +0.4% | -23.9% | -23.9% |
| 3M | -25.4% | -3.8% | -21.6% | -23.5% |
| 6M | -51.3% | +5.1% | -56.3% | -53.5% |
| YTD | -29.9% | +33.3% | -63.2% | -44.1% |
| 1Y | -31.8% | +39.8% | -71.7% | -47.5% |
| 3Y | +127.0% | +161.1% | -34.1% | +1.5% |
| 5Y | -3.3% | +209.5% | -212.7% | -61.7% |
| All | +254.1% | +390.1% | -136.0% | +20.2% |
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