-35.1%
MP vs WWD
+17.1%
-52.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.0% | -0.1% | -3.1% |
| 7D | -19.0% | -2.6% | -16.4% | -17.9% |
| 30D | -30.5% | -7.7% | -22.7% | -27.7% |
| 3M | -29.6% | -17.7% | -11.9% | -22.7% |
| 6M | -50.4% | -15.9% | -34.5% | -46.6% |
| YTD | -33.2% | +1.8% | -35.0% | -35.2% |
| All | -35.1% | +17.1% | -52.1% | -38.6% |
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