+145.7%
MP vs WPM
+224.4%
-78.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | +2.3% | +3.1% | -0.8% | +0.8% |
| 30D | -15.3% | -1.8% | -13.5% | -14.8% |
| 3M | -33.5% | +1.0% | -34.5% | -34.6% |
| 6M | -45.5% | -5.4% | -40.1% | -44.9% |
| YTD | -27.3% | +15.9% | -43.2% | -34.9% |
| 1Y | -40.7% | +30.8% | -71.5% | -50.2% |
| All | +145.7% | +224.4% | -78.7% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling