+58.1%
MP vs WU
-50.7%
+108.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | -2.9% | -0.8% | -2.0% | -2.5% |
| 30D | +13.8% | -1.1% | +14.9% | +14.1% |
| 3M | -16.7% | -3.9% | -12.8% | -17.3% |
| 6M | -11.5% | -20.7% | +9.2% | -4.6% |
| YTD | +7.9% | -18.4% | +26.3% | +14.3% |
| 1Y | -15.0% | -8.1% | -7.0% | -15.9% |
| 3Y | +153.5% | -24.2% | +177.7% | +168.2% |
| All | +58.1% | -50.7% | +108.8% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling