-34.6%
MP vs WAT
+32.9%
-67.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.7% | -5.5% |
| 7D | -12.5% | -1.9% | -10.6% | -12.1% |
| 30D | -23.3% | +6.2% | -29.6% | -24.3% |
| 3M | -24.4% | +18.1% | -42.4% | -27.0% |
| 6M | -45.8% | +54.9% | -100.7% | -50.6% |
| YTD | -28.9% | +23.1% | -52.0% | -34.0% |
| 1Y | -34.6% | +27.3% | -61.9% | -39.0% |
| All | -34.6% | +32.9% | -67.5% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling