+1,166.2%
MPC vs W
+211.1%
+955.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +2.8% |
| 7D | +9.4% | -1.7% | +11.1% | +9.6% |
| 30D | -13.4% | +3.2% | -16.7% | -14.0% |
| 3M | +18.9% | +8.3% | +10.6% | +17.3% |
| 6M | +64.9% | +84.3% | -19.4% | +51.4% |
| YTD | +156.8% | +11.0% | +145.8% | +147.1% |
| 1Y | +113.2% | -0.2% | +113.4% | +107.3% |
| 3Y | +201.8% | +157.9% | +43.9% | +146.9% |
| 5Y | +601.4% | -56.8% | +658.2% | +567.3% |
| All | +1,166.2% | +211.1% | +955.1% | +559.5% |
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