+2,968.0%
MPC vs GWW
+1,128.0%
+1,840.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -16.2% | +6.0% | -22.2% | -18.8% |
| 30D | -15.7% | +14.0% | -29.7% | -21.2% |
| 3M | +24.9% | +12.5% | +12.4% | +17.5% |
| 6M | +52.7% | +23.6% | +29.0% | +36.3% |
| YTD | +131.9% | +43.6% | +88.2% | +90.9% |
| 1Y | +96.6% | +52.5% | +44.2% | +56.8% |
| 3Y | +163.8% | +92.6% | +71.2% | +83.6% |
| 5Y | +533.1% | +219.0% | +314.1% | +227.6% |
| 10Y | +1,118.6% | +713.8% | +404.8% | +281.3% |
| All | +2,968.0% | +1,128.0% | +1,840.0% | +474.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling