+237.4%
MP vs WPM
+230.7%
+6.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.8% | -6.4% |
| 7D | -19.0% | +7.5% | -26.4% | -22.1% |
| 30D | -30.5% | -3.8% | -26.7% | -29.7% |
| 3M | -29.6% | +8.0% | -37.6% | -32.7% |
| 6M | -50.4% | +6.1% | -56.5% | -52.6% |
| YTD | -33.2% | +13.2% | -46.4% | -38.1% |
| 1Y | -38.6% | +37.9% | -76.4% | -47.6% |
| 3Y | +105.5% | +201.7% | -96.3% | +24.4% |
| 5Y | -7.8% | +240.0% | -247.9% | -48.1% |
| All | +237.4% | +230.7% | +6.7% | +85.5% |
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