+445.3%
MP vs WPM
+286.9%
+158.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.4% | +1.9% |
| 7D | -2.9% | +1.1% | -3.9% | -3.4% |
| 30D | +13.8% | +26.4% | -12.5% | +1.9% |
| 3M | -16.7% | +20.8% | -37.5% | -24.1% |
| 6M | -11.5% | +1.1% | -12.6% | -13.3% |
| YTD | +7.9% | +32.5% | -24.5% | -6.3% |
| 1Y | -15.0% | +51.5% | -66.6% | -30.2% |
| 3Y | +153.5% | +267.0% | -113.5% | +41.5% |
| 5Y | +58.7% | +250.1% | -191.5% | -14.4% |
| All | +445.3% | +286.9% | +158.4% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling