-50.4%
MP vs WU
-18.4%
-32.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.5% | -12.6% | -6.0% |
| 7D | -19.0% | +13.0% | -32.0% | -19.2% |
| 30D | -30.5% | +14.3% | -44.8% | -30.8% |
| 3M | -29.6% | +0.1% | -29.7% | -29.3% |
| 6M | -50.4% | -17.7% | -32.7% | -52.1% |
| All | -50.4% | -18.4% | -32.0% | -52.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling