+445.3%
MP vs WYNN
+10.5%
+434.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | -3.9% | +1.1% | -1.4% |
| 30D | +13.8% | -9.3% | +23.1% | +18.1% |
| 3M | -16.7% | -11.4% | -5.3% | -13.0% |
| 6M | -11.5% | -11.0% | -0.5% | -7.8% |
| YTD | +7.9% | -23.4% | +31.3% | +18.3% |
| 1Y | -15.0% | -24.8% | +9.8% | -7.4% |
| 3Y | +153.5% | -7.1% | +160.6% | +146.3% |
| 5Y | +58.7% | -5.4% | +64.1% | +41.8% |
| All | +445.3% | +10.5% | +434.8% | +384.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling