+678.6%
MPC vs GWW
+222.6%
+455.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +4.9% | +3.1% |
| 7D | +3.9% | -1.5% | +5.4% | +4.3% |
| 30D | +33.8% | +1.1% | +32.6% | +33.3% |
| 3M | +49.9% | -1.0% | +50.8% | +49.8% |
| 6M | +80.9% | +16.3% | +64.6% | +70.8% |
| YTD | +147.4% | +28.5% | +118.9% | +125.8% |
| 1Y | +123.2% | +30.3% | +92.9% | +102.3% |
| 3Y | +171.7% | +91.6% | +80.1% | +115.2% |
| 5Y | +678.6% | +224.0% | +454.6% | +412.2% |
| All | +678.6% | +222.6% | +455.9% | +412.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling