+267.3%
MP vs WAT
+147.8%
+119.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | -15.3% | +9.0% | -24.3% | -18.0% |
| 3M | -33.5% | +13.5% | -47.0% | -36.7% |
| 6M | -45.5% | +35.3% | -80.8% | -51.8% |
| YTD | -27.3% | +24.0% | -51.3% | -34.2% |
| 1Y | -40.7% | +22.0% | -62.7% | -46.1% |
| 3Y | +145.9% | +84.0% | +61.8% | +77.5% |
| 5Y | -13.9% | +34.4% | -48.3% | -30.3% |
| All | +267.3% | +147.8% | +119.5% | +146.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling