+453.7%
MP vs WY
+27.2%
+426.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +2.5% |
| 7D | +3.0% | -2.1% | +5.1% | +4.4% |
| 30D | +8.3% | -10.5% | +18.8% | +16.3% |
| 3M | -3.8% | -4.9% | +1.0% | -2.6% |
| 6M | -4.9% | -4.9% | 0.0% | -4.2% |
| YTD | +9.6% | -1.7% | +11.3% | +7.3% |
| 1Y | -11.7% | -9.4% | -2.3% | -9.4% |
| 3Y | +158.5% | -22.3% | +180.8% | +197.3% |
| 5Y | +68.9% | -20.5% | +89.4% | +98.9% |
| All | +453.7% | +27.2% | +426.5% | +472.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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