-31.8%
MP vs WEC
+6.8%
-38.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +3.7% |
| 7D | -10.5% | -0.2% | -10.3% | -10.5% |
| 30D | -23.5% | +12.3% | -35.8% | -18.2% |
| 3M | -25.4% | +8.3% | -33.7% | -21.8% |
| 6M | -51.3% | +3.5% | -54.7% | -49.9% |
| YTD | -29.9% | +12.7% | -42.6% | -28.5% |
| 1Y | -31.8% | +8.2% | -40.0% | -26.7% |
| All | -31.8% | +6.8% | -38.6% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling