+163.8%
MPC vs W
+123.5%
+40.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -16.2% |
| 3M | +24.9% | +7.4% | +17.5% | +23.9% |
| 6M | +52.7% | +69.3% | -16.7% | +44.7% |
| YTD | +131.9% | +11.3% | +120.6% | +127.8% |
| 1Y | +96.6% | +13.2% | +83.4% | +92.2% |
| 3Y | +163.8% | +142.0% | +21.8% | +108.3% |
| All | +163.8% | +123.5% | +40.3% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling