+287.6%
MP vs WWD
+345.6%
-58.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.8% |
| 7D | +9.5% | +4.0% | +5.5% | +7.2% |
| 30D | -3.0% | +0.4% | -3.4% | -3.4% |
| 3M | -30.4% | -7.9% | -22.4% | -27.4% |
| 6M | -39.2% | -10.6% | -28.5% | -36.4% |
| YTD | -23.3% | +9.4% | -32.7% | -28.2% |
| 1Y | -32.6% | +25.7% | -58.4% | -41.8% |
| 3Y | +159.3% | +148.5% | +10.7% | +46.4% |
| 5Y | -16.4% | +189.5% | -206.0% | -58.6% |
| All | +287.6% | +345.6% | -58.0% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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