-10.9%
MP vs WY
-31.4%
+20.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.4% |
| 7D | +9.5% | -0.8% | +10.3% | +10.1% |
| 30D | -3.0% | +10.1% | -13.1% | -10.4% |
| 3M | -30.4% | -15.4% | -15.0% | -22.6% |
| 6M | -39.2% | -8.3% | -30.9% | -38.0% |
| YTD | -23.3% | -9.8% | -13.5% | -21.5% |
| 1Y | -32.6% | -3.9% | -28.8% | -35.3% |
| 3Y | +159.3% | -23.3% | +182.6% | +194.5% |
| All | -10.9% | -31.4% | +20.5% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling