+254.1%
MP vs WAT
+140.8%
+113.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +4.0% | +4.6% |
| 7D | -10.5% | -1.1% | -9.4% | -10.1% |
| 30D | -23.5% | +5.0% | -28.5% | -24.9% |
| 3M | -25.4% | +14.5% | -39.9% | -29.2% |
| 6M | -51.3% | +30.9% | -82.2% | -56.3% |
| YTD | -29.9% | +20.5% | -50.4% | -35.9% |
| 1Y | -31.8% | +23.3% | -55.1% | -38.4% |
| 3Y | +127.0% | +81.5% | +45.5% | +64.6% |
| 5Y | -3.3% | +33.4% | -36.7% | -21.3% |
| All | +254.1% | +140.8% | +113.3% | +140.1% |
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