+277.5%
MP vs WCN
+121.1%
+156.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.5% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | -18.2% | +24.6% | -42.8% | -22.8% |
| 3M | -26.1% | +14.2% | -40.4% | -28.7% |
| 6M | -44.0% | +25.7% | -69.7% | -48.3% |
| YTD | -25.3% | +9.3% | -34.6% | -27.4% |
| 1Y | -35.6% | +15.3% | -50.9% | -39.2% |
| 3Y | +147.1% | +48.6% | +98.5% | +97.0% |
| 5Y | -11.3% | +46.9% | -58.2% | -29.4% |
| All | +277.5% | +121.1% | +156.4% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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