+274.5%
MP vs WPM
+229.0%
+45.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.7% | +3.2% |
| 7D | +11.0% | -0.5% | +11.5% | +11.3% |
| 30D | -11.7% | -3.1% | -8.6% | -11.0% |
| 3M | -30.8% | -2.2% | -28.6% | -30.8% |
| 6M | -42.9% | -7.4% | -35.5% | -41.9% |
| YTD | -25.9% | +12.6% | -38.5% | -31.2% |
| 1Y | -37.3% | +22.8% | -60.1% | -43.9% |
| 3Y | +150.7% | +213.6% | -63.0% | +49.8% |
| 5Y | -19.3% | +211.2% | -230.5% | -53.7% |
| All | +274.5% | +229.0% | +45.5% | +106.5% |
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