+237.4%
MP vs WCC
+688.3%
-450.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.6% | +3.5% | -0.9% |
| 7D | -19.0% | -21.9% | +2.9% | -7.7% |
| 30D | -30.5% | -25.4% | -5.1% | -19.0% |
| 3M | -29.6% | -23.1% | -6.5% | -19.7% |
| 6M | -50.4% | -18.1% | -32.4% | -45.3% |
| YTD | -33.2% | +17.7% | -50.9% | -39.6% |
| 1Y | -38.6% | +12.4% | -50.9% | -43.1% |
| 3Y | +105.5% | +105.9% | -0.4% | +27.0% |
| 5Y | -7.8% | +116.8% | -124.6% | -48.4% |
| All | +237.4% | +688.3% | -450.9% | +15.8% |
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