+58.1%
MP vs WPM
+254.8%
-196.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.4% | +2.0% |
| 7D | -2.9% | +1.1% | -3.9% | -3.5% |
| 30D | +13.8% | +26.4% | -12.5% | -0.2% |
| 3M | -16.7% | +20.8% | -37.5% | -25.5% |
| 6M | -11.5% | +1.1% | -12.6% | -13.7% |
| YTD | +7.9% | +32.5% | -24.5% | -9.5% |
| 1Y | -15.0% | +51.5% | -66.6% | -33.7% |
| 3Y | +153.5% | +267.0% | -113.5% | +17.0% |
| All | +58.1% | +254.8% | -196.6% | -33.8% |
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