+118.8%
MP vs WETO
-99.4%
+218.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +7.1% | -12.5% | -5.5% |
| 7D | -4.6% | -19.9% | +15.3% | -4.5% |
| 30D | -7.1% | -42.7% | +35.6% | -7.7% |
| 3M | -4.0% | -97.7% | +93.7% | -1.9% |
| 6M | -16.7% | -94.4% | +77.8% | -15.8% |
| YTD | +1.6% | -97.0% | +98.6% | +4.8% |
| 1Y | -17.8% | -98.9% | +81.0% | -11.6% |
| All | +118.8% | -99.4% | +218.1% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling