+445.3%
MP vs WCC
+865.8%
-420.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | -0.7% |
| 7D | -2.9% | +4.5% | -7.3% | -5.2% |
| 30D | +13.8% | -5.8% | +19.6% | +17.4% |
| 3M | -16.7% | -3.7% | -13.0% | -15.1% |
| 6M | -11.5% | +23.1% | -34.5% | -21.1% |
| YTD | +7.9% | +44.2% | -36.2% | -11.7% |
| 1Y | -15.0% | +62.1% | -77.1% | -35.4% |
| 3Y | +153.5% | +121.1% | +32.4% | +51.5% |
| 5Y | +58.7% | +214.0% | -155.3% | -25.6% |
| All | +445.3% | +865.8% | -420.5% | +69.2% |
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