-34.6%
MP vs WTW
+8.6%
-43.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.0% | -8.0% | -4.5% |
| 7D | -12.5% | +4.9% | -17.4% | -11.8% |
| 30D | -23.3% | +17.1% | -40.4% | -21.4% |
| 3M | -24.4% | -0.3% | -24.0% | -24.4% |
| 6M | -45.8% | +30.7% | -76.4% | -42.7% |
| YTD | -28.9% | +3.7% | -32.6% | -23.9% |
| 1Y | -34.6% | +5.9% | -40.5% | -31.4% |
| All | -34.6% | +8.6% | -43.2% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling