+254.1%
MP vs WM
+156.4%
+97.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.1% |
| 7D | -10.5% | +1.2% | -11.7% | -10.6% |
| 30D | -23.5% | +13.1% | -36.6% | -24.6% |
| 3M | -25.4% | +3.6% | -29.1% | -25.8% |
| 6M | -51.3% | +8.1% | -59.3% | -52.2% |
| YTD | -29.9% | +8.9% | -38.8% | -31.8% |
| 1Y | -31.8% | +20.3% | -52.2% | -35.8% |
| 3Y | +127.0% | +46.2% | +80.8% | +91.8% |
| 5Y | -3.3% | +59.9% | -63.2% | -21.7% |
| All | +254.1% | +156.4% | +97.7% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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