+115.3%
MP vs WETO
-99.4%
+214.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -1.6% |
| 7D | -7.4% | -4.3% | -3.1% | -7.4% |
| 30D | -6.7% | -39.9% | +33.2% | -7.2% |
| 3M | -11.7% | -97.9% | +86.2% | -9.7% |
| 6M | -18.9% | -95.0% | +76.2% | -17.8% |
| YTD | 0.0% | -97.2% | +97.1% | +3.1% |
| 1Y | -19.9% | -98.9% | +79.0% | -13.8% |
| All | +115.3% | -99.4% | +214.7% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 10y: compounded portfolio wealth divided by compounded WETO 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…
10y analysis · Full analysis span regression · 6 months rolling