-10.9%
MP vs WYNN
-6.8%
-4.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.4% |
| 7D | +9.5% | +2.3% | +7.1% | +8.3% |
| 30D | -3.0% | +15.4% | -18.3% | -9.6% |
| 3M | -30.4% | -16.7% | -13.7% | -24.5% |
| 6M | -39.2% | -11.1% | -28.0% | -36.2% |
| YTD | -23.3% | -28.8% | +5.5% | -11.5% |
| 1Y | -32.6% | -30.2% | -2.4% | -21.9% |
| 3Y | +159.3% | +3.8% | +155.5% | +132.2% |
| All | -10.9% | -6.8% | -4.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling