+1,106.2%
MPC vs W
+268.4%
+837.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +4.1% |
| 7D | -9.4% | +3.3% | -12.7% | -9.9% |
| 30D | -14.3% | +10.5% | -24.8% | -15.4% |
| 3M | +31.1% | +9.6% | +21.5% | +29.2% |
| 6M | +60.3% | +76.4% | -16.1% | +47.9% |
| YTD | +142.5% | +16.4% | +126.1% | +132.2% |
| 1Y | +104.6% | +9.3% | +95.2% | +96.9% |
| 3Y | +191.7% | +172.8% | +18.9% | +137.3% |
| 5Y | +549.2% | -53.4% | +602.6% | +511.2% |
| 10Y | +1,106.2% | +243.6% | +862.6% | +519.3% |
| All | +1,106.2% | +268.4% | +837.8% | +519.3% |
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