+101.9%
MPC vs W
+8.7%
+93.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +5.0% |
| 7D | -9.4% | +3.3% | -12.7% | -8.9% |
| 30D | -14.3% | +10.5% | -24.8% | -13.3% |
| 3M | +31.1% | +9.6% | +21.5% | +32.8% |
| 6M | +60.3% | +76.4% | -16.1% | +72.3% |
| YTD | +142.5% | +16.4% | +126.1% | +155.4% |
| All | +101.9% | +8.7% | +93.2% | +115.4% |
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