-43.2%
MP vs WWD
+25.7%
-68.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.3% | -2.3% | +0.4% |
| 7D | -3.6% | +0.4% | -4.1% | -3.8% |
| 30D | -21.0% | -0.4% | -20.6% | -20.9% |
| 3M | -33.3% | -6.1% | -27.2% | -31.4% |
| 6M | -45.9% | -9.5% | -36.4% | -43.9% |
| YTD | -27.8% | +10.8% | -38.6% | -32.4% |
| 1Y | -43.2% | +23.5% | -66.7% | -47.8% |
| All | -43.2% | +25.7% | -68.9% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling