+267.3%
MP vs WU
-49.8%
+317.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.9% |
| 7D | +2.3% | +2.1% | +0.2% | +1.1% |
| 30D | -15.3% | +10.1% | -25.4% | -19.1% |
| 3M | -33.5% | -1.1% | -32.4% | -33.7% |
| 6M | -45.5% | -19.8% | -25.7% | -41.8% |
| YTD | -27.3% | -20.8% | -6.5% | -22.3% |
| 1Y | -40.7% | -15.1% | -25.6% | -38.9% |
| 3Y | +145.9% | -23.2% | +169.1% | +156.7% |
| 5Y | -13.9% | -42.6% | +28.7% | +6.0% |
| All | +267.3% | -49.8% | +317.1% | +363.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling