-15.0%
MP vs WPM
+53.7%
-68.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.4% | +2.0% |
| 7D | -2.9% | +1.1% | -3.9% | -3.6% |
| 30D | +13.8% | +26.4% | -12.5% | -2.1% |
| 3M | -16.7% | +20.8% | -37.5% | -26.7% |
| 6M | -11.5% | +1.1% | -12.6% | -13.9% |
| YTD | +7.9% | +32.5% | -24.5% | -16.9% |
| 1Y | -15.0% | +51.5% | -66.6% | -42.1% |
| All | -15.0% | +53.7% | -68.8% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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