+153.3%
MP vs WM
+46.1%
+107.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.1% |
| 7D | -2.9% | -0.3% | -2.5% | -2.9% |
| 30D | +13.8% | -2.4% | +16.2% | +13.2% |
| 3M | -16.7% | +0.4% | -17.1% | -16.8% |
| 6M | -11.5% | -9.5% | -2.0% | -11.2% |
| YTD | +7.9% | +0.5% | +7.4% | +7.6% |
| 1Y | -15.0% | -1.1% | -13.9% | -15.4% |
| All | +153.3% | +46.1% | +107.1% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling