+117.2%
MPC vs GWW
+55.5%
+61.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.5% | -14.6% | -7.7% |
| 7D | -10.9% | +11.1% | -22.0% | -10.7% |
| 30D | -9.4% | +15.7% | -25.2% | -9.4% |
| 3M | +26.0% | +14.8% | +11.2% | +25.9% |
| 6M | +56.5% | +30.9% | +25.6% | +55.7% |
| YTD | +144.3% | +48.5% | +95.8% | +142.1% |
| 1Y | +117.2% | +57.1% | +60.1% | +118.6% |
| All | +117.2% | +55.5% | +61.8% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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