+116.3%
MP vs WWD
+137.0%
-20.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.0% | -0.1% | -3.4% |
| 7D | -19.0% | -2.6% | -16.4% | -18.1% |
| 30D | -30.5% | -7.7% | -22.7% | -28.0% |
| 3M | -29.6% | -17.7% | -11.9% | -23.4% |
| 6M | -50.4% | -15.9% | -34.5% | -47.0% |
| YTD | -33.2% | +1.8% | -35.0% | -34.2% |
| 1Y | -38.6% | +17.4% | -56.0% | -42.8% |
| All | +116.3% | +137.0% | -20.7% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling