-13.9%
MP vs WPM
+225.5%
-239.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | +2.3% | +3.1% | -0.8% | +0.7% |
| 30D | -15.3% | -1.8% | -13.5% | -15.0% |
| 3M | -33.5% | +1.0% | -34.5% | -34.8% |
| 6M | -45.5% | -5.4% | -40.1% | -45.0% |
| YTD | -27.3% | +15.9% | -43.2% | -35.1% |
| 1Y | -40.7% | +30.8% | -71.5% | -50.5% |
| 3Y | +145.9% | +222.6% | -76.8% | +20.2% |
| 5Y | -13.9% | +227.4% | -241.3% | -57.0% |
| All | -13.9% | +225.5% | -239.4% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling