+254.1%
MP vs WCC
+705.4%
-451.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.8% | +3.8% |
| 7D | -10.5% | -14.7% | +4.2% | -2.8% |
| 30D | -23.5% | -20.1% | -3.5% | -14.2% |
| 3M | -25.4% | -21.2% | -4.3% | -16.0% |
| 6M | -51.3% | -19.2% | -32.1% | -45.9% |
| YTD | -29.9% | +20.2% | -50.1% | -37.3% |
| 1Y | -31.8% | +14.5% | -46.3% | -37.4% |
| 3Y | +127.0% | +115.1% | +11.9% | +36.9% |
| 5Y | -3.3% | +121.5% | -124.8% | -46.5% |
| All | +254.1% | +705.4% | -451.3% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling