+116.3%
MP vs WEC
+57.1%
+59.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | -19.0% | +3.2% | -22.2% | -19.1% |
| 30D | -30.5% | +14.7% | -45.1% | -31.1% |
| 3M | -29.6% | +10.2% | -39.8% | -30.0% |
| 6M | -50.4% | +4.5% | -54.9% | -50.5% |
| YTD | -33.2% | +15.1% | -48.3% | -35.4% |
| 1Y | -38.6% | +9.4% | -48.0% | -39.5% |
| All | +116.3% | +57.1% | +59.2% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling