+1,098.3%
MPC vs W
+228.8%
+869.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.3% |
| 7D | -8.8% | +1.1% | -9.9% | -9.1% |
| 30D | -14.4% | +6.4% | -20.8% | -15.2% |
| 3M | +21.9% | +9.0% | +13.0% | +20.3% |
| 6M | +60.1% | +69.8% | -9.7% | +48.4% |
| YTD | +142.3% | +12.1% | +130.3% | +132.9% |
| 1Y | +101.7% | 0.0% | +101.7% | +96.1% |
| 3Y | +184.8% | +160.3% | +24.4% | +132.8% |
| 5Y | +564.6% | -53.3% | +617.9% | +523.7% |
| 10Y | +1,098.3% | +217.0% | +881.4% | +521.0% |
| All | +1,098.3% | +228.8% | +869.5% | +521.0% |
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