+1,079.5%
MPC vs W
+238.4%
+841.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -16.2% | -3.6% | -12.6% | -16.0% |
| 30D | -15.7% | +7.0% | -22.7% | -16.5% |
| 3M | +24.9% | +7.4% | +17.5% | +23.3% |
| 6M | +52.7% | +69.3% | -16.7% | +41.4% |
| YTD | +131.9% | +11.3% | +120.6% | +123.0% |
| 1Y | +96.6% | +13.2% | +83.4% | +88.2% |
| 3Y | +163.8% | +142.0% | +21.8% | +117.2% |
| 5Y | +533.1% | -54.6% | +587.7% | +496.8% |
| All | +1,079.5% | +238.4% | +841.1% | +478.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling