+180.6%
MPC vs W
+39.1%
+141.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.1% |
| 7D | +5.4% | -4.2% | +9.6% | +5.7% |
| 30D | +31.0% | -7.6% | +38.5% | +31.5% |
| 3M | +46.0% | +37.2% | +8.9% | +41.6% |
| 6M | +77.3% | +26.3% | +51.0% | +72.4% |
| YTD | +141.9% | -1.0% | +142.9% | +140.2% |
| 1Y | +120.9% | +20.1% | +100.8% | +112.4% |
| All | +180.6% | +39.1% | +141.6% | +128.4% |
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 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