+153.3%
MP vs WCN
+20.7%
+132.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.3% |
| 7D | -2.9% | -0.6% | -2.2% | -2.9% |
| 30D | +13.8% | +0.4% | +13.4% | +13.9% |
| 3M | -16.7% | +7.3% | -24.0% | -17.3% |
| 6M | -11.5% | -2.5% | -9.0% | -10.0% |
| YTD | +7.9% | -5.4% | +13.3% | +10.6% |
| 1Y | -15.0% | -8.5% | -6.6% | -11.9% |
| All | +153.3% | +20.7% | +132.5% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling