+116.3%
MP vs WM
+50.2%
+66.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.2% | -7.2% | -5.6% |
| 7D | -19.0% | +4.5% | -23.5% | -17.7% |
| 30D | -30.5% | +16.1% | -46.5% | -26.9% |
| 3M | -29.6% | +8.0% | -37.6% | -27.5% |
| 6M | -50.4% | +8.4% | -58.8% | -48.7% |
| YTD | -33.2% | +11.2% | -44.4% | -30.9% |
| 1Y | -38.6% | +22.3% | -60.9% | -36.7% |
| All | +116.3% | +50.2% | +66.0% | +140.2% |
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