+159.3%
MP vs WPM
+214.5%
-55.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +9.5% | -3.6% | +13.0% | +11.5% |
| 30D | -3.0% | +1.4% | -4.4% | -4.3% |
| 3M | -30.4% | -0.2% | -30.2% | -31.1% |
| 6M | -39.2% | -7.3% | -31.9% | -38.0% |
| YTD | -23.3% | +12.3% | -35.6% | -30.2% |
| 1Y | -32.6% | +24.9% | -57.5% | -42.0% |
| 3Y | +159.3% | +210.4% | -51.1% | +22.3% |
| All | +159.3% | +214.5% | -55.2% | +22.3% |
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