+237.4%
MP vs WWD
+314.6%
-77.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.0% | -0.1% | -2.9% |
| 7D | -19.0% | -2.6% | -16.4% | -18.0% |
| 30D | -30.5% | -7.7% | -22.7% | -27.6% |
| 3M | -29.6% | -17.7% | -11.9% | -22.3% |
| 6M | -50.4% | -15.9% | -34.5% | -46.5% |
| YTD | -33.2% | +1.8% | -35.0% | -35.1% |
| 1Y | -38.6% | +17.4% | -56.0% | -44.9% |
| 3Y | +105.5% | +137.1% | -31.6% | +18.6% |
| 5Y | -7.8% | +162.4% | -170.2% | -52.1% |
| All | +237.4% | +314.6% | -77.2% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling