+154.3%
MP vs WTW
+69.9%
+84.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.4% |
| 7D | -2.9% | -2.6% | -0.2% | -2.9% |
| 30D | +13.8% | -1.0% | +14.8% | +13.8% |
| 3M | -16.7% | +29.9% | -46.6% | -16.7% |
| 6M | -11.5% | +10.7% | -22.2% | -10.1% |
| YTD | +7.9% | +2.6% | +5.4% | +10.8% |
| 1Y | -15.0% | +2.8% | -17.8% | -12.8% |
| All | +154.3% | +69.9% | +84.4% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling