+413.2%
MP vs WYNN
+6.7%
+406.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -4.7% |
| 7D | -4.6% | -3.4% | -1.1% | -3.3% |
| 30D | -7.1% | -15.4% | +8.3% | -1.0% |
| 3M | -4.0% | -15.8% | +11.8% | +2.3% |
| 6M | -16.7% | -13.5% | -3.2% | -12.1% |
| YTD | +1.6% | -26.0% | +27.6% | +12.8% |
| 1Y | -17.8% | -27.4% | +9.6% | -9.2% |
| 3Y | +139.6% | -3.7% | +143.3% | +129.8% |
| 5Y | +50.5% | -9.8% | +60.2% | +36.7% |
| All | +413.2% | +6.7% | +406.5% | +362.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling