-32.6%
MP vs WU
-15.0%
-17.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.4% |
| 7D | +9.5% | -2.0% | +11.5% | +9.6% |
| 30D | -3.0% | +11.4% | -14.4% | -4.4% |
| 3M | -30.4% | -6.8% | -23.5% | -29.7% |
| 6M | -39.2% | -14.6% | -24.6% | -39.0% |
| YTD | -23.3% | -20.6% | -2.6% | -21.4% |
| 1Y | -32.6% | -15.4% | -17.3% | -28.6% |
| All | -32.6% | -15.0% | -17.7% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling