+116.3%
MP vs WAT
+73.0%
+43.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.1% | -2.9% | -5.0% |
| 7D | -19.0% | -5.6% | -13.4% | -17.4% |
| 30D | -30.5% | +3.8% | -34.3% | -31.2% |
| 3M | -29.6% | +13.3% | -42.8% | -32.2% |
| 6M | -50.4% | +32.2% | -82.6% | -54.8% |
| YTD | -33.2% | +19.3% | -52.5% | -37.6% |
| 1Y | -38.6% | +21.8% | -60.4% | -43.1% |
| All | +116.3% | +73.0% | +43.3% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling