+259.1%
MP vs WM
+158.8%
+100.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.6% | -6.7% | -5.2% |
| 7D | -12.5% | +5.9% | -18.5% | -13.0% |
| 30D | -23.3% | +15.4% | -38.7% | -24.5% |
| 3M | -24.4% | +6.3% | -30.7% | -24.9% |
| 6M | -45.8% | +5.6% | -51.3% | -46.4% |
| YTD | -28.9% | +9.9% | -38.9% | -30.8% |
| 1Y | -34.6% | +20.8% | -55.4% | -38.3% |
| 3Y | +118.7% | +48.5% | +70.2% | +84.1% |
| 5Y | -3.1% | +60.6% | -63.6% | -21.4% |
| All | +259.1% | +158.8% | +100.3% | +133.9% |
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