+264.6%
MP vs WCC
+771.5%
-506.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | -3.6% | -9.9% | +6.3% | +1.8% |
| 30D | -21.0% | -13.4% | -7.6% | -15.0% |
| 3M | -33.3% | -13.5% | -19.8% | -28.5% |
| 6M | -45.9% | -10.6% | -35.3% | -43.1% |
| YTD | -27.8% | +30.1% | -57.9% | -38.1% |
| 1Y | -43.2% | +22.3% | -65.5% | -49.7% |
| 3Y | +144.0% | +130.3% | +13.8% | +42.0% |
| 5Y | -6.1% | +144.5% | -150.6% | -50.6% |
| All | +264.6% | +771.5% | -506.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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