+3,215.7%
MPC vs GWW
+1,169.3%
+2,046.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.0% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | -12.2% | +14.0% | -26.2% | -17.8% |
| 3M | +20.1% | +14.4% | +5.7% | +12.1% |
| 6M | +60.6% | +21.7% | +38.9% | +44.8% |
| YTD | +150.6% | +48.4% | +102.1% | +103.2% |
| 1Y | +104.7% | +58.4% | +46.3% | +60.3% |
| 3Y | +194.5% | +92.3% | +102.2% | +105.4% |
| 5Y | +582.3% | +221.8% | +360.5% | +252.3% |
| 10Y | +1,135.3% | +657.6% | +477.7% | +303.3% |
| All | +3,215.7% | +1,169.3% | +2,046.5% | +511.5% |
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