+445.3%
MP vs WCN
+91.4%
+353.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | -2.9% | -0.6% | -2.2% | -2.7% |
| 30D | +13.8% | +0.4% | +13.4% | +13.6% |
| 3M | -16.7% | +7.3% | -24.0% | -19.5% |
| 6M | -11.5% | -2.5% | -9.0% | -11.7% |
| YTD | +7.9% | -5.4% | +13.3% | +9.0% |
| 1Y | -15.0% | -8.5% | -6.6% | -13.0% |
| 3Y | +153.5% | +20.8% | +132.7% | +117.7% |
| 5Y | +58.7% | +30.0% | +28.6% | +30.2% |
| All | +445.3% | +91.4% | +353.9% | +305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling