+1,171.8%
MPC vs GWW
+658.3%
+513.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | +11.2% | +3.6% | +7.7% | +9.6% |
| 30D | -14.5% | +12.1% | -26.6% | -19.0% |
| 3M | +16.7% | +12.9% | +3.8% | +10.0% |
| 6M | +67.6% | +19.3% | +48.2% | +53.4% |
| YTD | +157.9% | +48.7% | +109.2% | +111.4% |
| 1Y | +116.7% | +60.5% | +56.2% | +70.9% |
| 3Y | +199.8% | +93.3% | +106.5% | +112.5% |
| 5Y | +604.4% | +219.0% | +385.5% | +275.6% |
| All | +1,171.8% | +658.3% | +513.5% | +379.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling