+254.1%
MP vs WCN
+120.0%
+134.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.2% |
| 7D | -10.5% | +2.9% | -13.4% | -11.1% |
| 30D | -23.5% | +22.1% | -45.6% | -27.5% |
| 3M | -25.4% | +13.2% | -38.6% | -27.9% |
| 6M | -51.3% | +23.7% | -75.0% | -54.7% |
| YTD | -29.9% | +8.7% | -38.6% | -31.8% |
| 1Y | -31.8% | +15.3% | -47.2% | -35.7% |
| 3Y | +127.0% | +46.0% | +81.0% | +82.6% |
| 5Y | -3.3% | +45.9% | -49.2% | -22.9% |
| All | +254.1% | +120.0% | +134.1% | +153.8% |
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