+180.6%
MPC vs GWW
+91.9%
+88.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +5.4% | +1.4% | +4.0% | +5.0% |
| 30D | +31.0% | +3.3% | +27.7% | +29.9% |
| 3M | +46.0% | +2.9% | +43.1% | +44.4% |
| 6M | +77.3% | +15.8% | +61.5% | +68.8% |
| YTD | +141.9% | +32.0% | +109.9% | +120.2% |
| 1Y | +120.9% | +29.9% | +91.0% | +102.0% |
| All | +180.6% | +91.9% | +88.7% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling