-34.6%
MP vs WYNN
-32.5%
-2.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.1% | -11.1% | -7.4% |
| 7D | -12.5% | +15.4% | -28.0% | -17.9% |
| 30D | -23.3% | +6.8% | -30.1% | -25.5% |
| 3M | -24.4% | -15.4% | -9.0% | -18.3% |
| 6M | -45.8% | -20.0% | -25.8% | -40.1% |
| YTD | -28.9% | -31.0% | +2.1% | -17.6% |
| 1Y | -34.6% | -31.5% | -3.1% | -26.5% |
| All | -34.6% | -32.5% | -2.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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