+120.9%
MPC vs W
+25.7%
+95.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.5% |
| 7D | +5.4% | -4.2% | +9.6% | +5.2% |
| 30D | +31.0% | -7.6% | +38.5% | +30.5% |
| 3M | +46.0% | +37.2% | +8.9% | +50.7% |
| 6M | +77.3% | +26.3% | +51.0% | +84.3% |
| YTD | +141.9% | -1.0% | +142.9% | +150.0% |
| 1Y | +120.9% | +20.1% | +100.8% | +127.2% |
| All | +120.9% | +25.7% | +95.3% | +127.2% |
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