+127.0%
MP vs WSM
+245.0%
-118.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.5% |
| 7D | -10.5% | +0.5% | -11.0% | -10.8% |
| 30D | -23.5% | +6.0% | -29.5% | -25.1% |
| 3M | -25.4% | +3.2% | -28.7% | -26.3% |
| 6M | -51.3% | +37.1% | -88.4% | -56.1% |
| YTD | -29.9% | +44.2% | -74.1% | -37.8% |
| 1Y | -31.8% | +34.2% | -66.0% | -38.4% |
| 3Y | +127.0% | +249.3% | -122.3% | +17.1% |
| All | +127.0% | +245.0% | -118.1% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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