-37.3%
MP vs WAT
+19.9%
-57.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.5% |
| 7D | +11.0% | +2.0% | +9.0% | +10.4% |
| 30D | -11.7% | +7.7% | -19.4% | -13.1% |
| 3M | -30.8% | +11.1% | -41.9% | -32.3% |
| 6M | -42.9% | +31.2% | -74.1% | -45.9% |
| YTD | -25.9% | +21.7% | -47.6% | -31.0% |
| 1Y | -37.3% | +19.3% | -56.6% | -41.5% |
| All | -37.3% | +19.9% | -57.2% | -41.5% |
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