+132.4%
MP vs WETO
-99.4%
+231.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -20.8% | +22.2% | +1.4% |
| 7D | -2.9% | -55.4% | +52.6% | -2.7% |
| 30D | +13.8% | -48.5% | +62.3% | +13.1% |
| 3M | -16.7% | -97.5% | +80.8% | -15.0% |
| 6M | -11.5% | -94.2% | +82.7% | -10.8% |
| YTD | +7.9% | -97.0% | +105.0% | +11.3% |
| 1Y | -15.0% | -98.9% | +83.9% | -8.4% |
| All | +132.4% | -99.4% | +231.8% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling