+150.9%
MP vs WYNN
-2.3%
+153.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.2% |
| 30D | -0.7% | -11.8% | +11.1% | +4.0% |
| 3M | 0.0% | -15.8% | +15.8% | +6.4% |
| 6M | -10.0% | -10.7% | +0.8% | -6.3% |
| YTD | +7.5% | -24.5% | +32.0% | +18.0% |
| 1Y | -14.0% | -25.0% | +11.0% | -6.6% |
| All | +150.9% | -2.3% | +153.2% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling