+127.0%
MP vs WPM
+212.7%
-85.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +3.5% |
| 7D | -10.5% | +16.9% | -27.4% | -18.1% |
| 30D | -23.5% | +2.0% | -25.5% | -24.7% |
| 3M | -25.4% | +8.9% | -34.4% | -29.6% |
| 6M | -51.3% | +1.6% | -52.8% | -52.7% |
| YTD | -29.9% | +16.5% | -46.4% | -37.3% |
| 1Y | -31.8% | +42.2% | -74.0% | -44.8% |
| 3Y | +127.0% | +213.3% | -86.3% | +10.7% |
| All | +127.0% | +212.7% | -85.8% | +10.7% |
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