+445.3%
MP vs WSM
+494.4%
-49.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.6% |
| 7D | -2.9% | -3.3% | +0.4% | -1.7% |
| 30D | +13.8% | -8.4% | +22.2% | +17.6% |
| 3M | -16.7% | +9.7% | -26.4% | -19.8% |
| 6M | -11.5% | +16.7% | -28.2% | -16.7% |
| YTD | +7.9% | +28.7% | -20.7% | -2.2% |
| 1Y | -15.0% | +13.7% | -28.7% | -19.8% |
| 3Y | +153.5% | +230.1% | -76.6% | +45.8% |
| 5Y | +58.7% | +179.0% | -120.3% | -8.7% |
| All | +445.3% | +494.4% | -49.1% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling