+58.1%
MP vs WY
-21.8%
+80.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.8% |
| 7D | -2.9% | -1.7% | -1.1% | -1.6% |
| 30D | +13.8% | -10.1% | +23.9% | +22.7% |
| 3M | -16.7% | -5.1% | -11.6% | -15.2% |
| 6M | -11.5% | -4.8% | -6.7% | -10.8% |
| YTD | +7.9% | -0.2% | +8.2% | +4.0% |
| 1Y | -15.0% | -6.6% | -8.4% | -14.9% |
| 3Y | +153.5% | -22.7% | +176.2% | +198.9% |
| All | +58.1% | -21.8% | +80.0% | +88.7% |
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 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