+117.2%
MPC vs W
+21.5%
+95.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +11.0% | -19.1% | -7.0% |
| 7D | -10.9% | +8.4% | -19.3% | -10.0% |
| 30D | -9.4% | +16.5% | -25.9% | -7.9% |
| 3M | +26.0% | +6.4% | +19.5% | +27.5% |
| 6M | +56.5% | +90.5% | -34.0% | +69.1% |
| YTD | +144.3% | +23.1% | +121.2% | +159.0% |
| 1Y | +117.2% | +24.3% | +93.0% | +130.7% |
| All | +117.2% | +21.5% | +95.8% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling