+145.7%
MP vs WCN
+50.7%
+95.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.8% |
| 7D | +2.3% | +0.4% | +1.9% | +2.4% |
| 30D | -15.3% | +25.3% | -40.6% | -12.9% |
| 3M | -33.5% | +15.4% | -49.0% | -32.3% |
| 6M | -45.5% | +27.8% | -73.4% | -44.7% |
| YTD | -27.3% | +10.6% | -37.8% | -23.8% |
| 1Y | -40.7% | +15.8% | -56.5% | -38.9% |
| All | +145.7% | +50.7% | +95.0% | +116.4% |
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