-40.7%
MP vs WAT
+23.9%
-64.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | -15.3% | +9.0% | -24.3% | -16.9% |
| 3M | -33.5% | +13.5% | -47.0% | -35.3% |
| 6M | -45.5% | +35.3% | -80.8% | -48.7% |
| YTD | -27.3% | +24.0% | -51.3% | -32.8% |
| 1Y | -40.7% | +22.0% | -62.7% | -45.1% |
| All | -40.7% | +23.9% | -64.6% | -45.1% |
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 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