-19.3%
MP vs WCC
+146.1%
-165.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +11.0% | +14.2% | -3.2% | +3.0% |
| 30D | -11.7% | -9.8% | -1.9% | -7.0% |
| 3M | -30.8% | -10.1% | -20.7% | -27.3% |
| 6M | -42.9% | -9.4% | -33.5% | -40.4% |
| YTD | -25.9% | +34.4% | -60.3% | -38.1% |
| 1Y | -37.3% | +23.3% | -60.6% | -45.1% |
| 3Y | +150.7% | +137.9% | +12.7% | +37.8% |
| 5Y | -19.3% | +144.0% | -163.2% | -61.6% |
| All | -19.3% | +146.1% | -165.4% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling