+62.7%
MP vs WTW
+45.2%
+17.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.6% | -0.7% |
| 7D | -0.7% | -7.1% | +6.4% | +1.8% |
| 30D | -0.7% | -8.5% | +7.9% | +2.2% |
| 3M | 0.0% | +20.6% | -20.6% | -7.7% |
| 6M | -10.0% | +7.2% | -17.2% | -13.5% |
| YTD | +7.5% | -3.9% | +11.3% | +8.3% |
| 1Y | -14.0% | -3.6% | -10.4% | -13.8% |
| 3Y | +153.5% | +60.7% | +92.8% | +67.5% |
| 5Y | +62.7% | +42.2% | +20.6% | +14.5% |
| All | +62.7% | +45.2% | +17.5% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling