-31.8%
MP vs WM
+20.0%
-51.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +3.1% |
| 7D | -10.5% | +1.2% | -11.7% | -9.4% |
| 30D | -23.5% | +13.1% | -36.6% | -14.0% |
| 3M | -25.4% | +3.6% | -29.1% | -22.8% |
| 6M | -51.3% | +8.1% | -59.3% | -46.9% |
| YTD | -29.9% | +8.9% | -38.8% | -23.0% |
| 1Y | -31.8% | +20.3% | -52.2% | -23.8% |
| All | -31.8% | +20.0% | -51.8% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling