-11.7%
MP vs WY
-9.6%
-2.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +1.4% |
| 7D | +3.0% | -2.1% | +5.1% | +2.8% |
| 30D | +8.3% | -10.5% | +18.8% | +6.9% |
| 3M | -3.8% | -4.9% | +1.0% | -4.2% |
| 6M | -4.9% | -4.9% | 0.0% | -6.1% |
| YTD | +9.6% | -1.7% | +11.3% | +11.3% |
| 1Y | -11.7% | -9.4% | -2.3% | -15.7% |
| All | -11.7% | -9.6% | -2.1% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling