+287.6%
MP vs WU
-49.7%
+337.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.0% |
| 7D | +9.5% | -2.0% | +11.5% | +10.3% |
| 30D | -3.0% | +11.4% | -14.4% | -7.8% |
| 3M | -30.4% | -6.8% | -23.5% | -28.9% |
| 6M | -39.2% | -14.6% | -24.6% | -36.9% |
| YTD | -23.3% | -20.6% | -2.6% | -18.1% |
| 1Y | -32.6% | -15.4% | -17.3% | -30.5% |
| 3Y | +159.3% | -23.6% | +182.9% | +171.7% |
| 5Y | -16.4% | -43.4% | +26.9% | +3.6% |
| All | +287.6% | -49.7% | +337.3% | +388.4% |
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