+264.6%
MP vs WPM
+241.1%
+23.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.7% | +2.9% |
| 7D | -3.6% | +16.4% | -20.0% | -10.6% |
| 30D | -21.0% | -1.5% | -19.5% | -20.9% |
| 3M | -33.3% | +2.6% | -35.9% | -34.7% |
| 6M | -45.9% | -1.3% | -44.6% | -46.5% |
| YTD | -27.8% | +16.8% | -44.6% | -34.0% |
| 1Y | -43.2% | +34.1% | -77.3% | -51.1% |
| 3Y | +144.0% | +225.1% | -81.1% | +43.5% |
| 5Y | -6.1% | +234.5% | -240.6% | -47.4% |
| All | +264.6% | +241.1% | +23.5% | +97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling