+549.2%
MPC vs W
-52.3%
+601.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +4.4% |
| 7D | -9.4% | +3.3% | -12.7% | -9.6% |
| 30D | -14.3% | +10.5% | -24.8% | -14.8% |
| 3M | +31.1% | +9.6% | +21.5% | +30.2% |
| 6M | +60.3% | +76.4% | -16.1% | +54.2% |
| YTD | +142.5% | +16.4% | +126.1% | +138.2% |
| 1Y | +104.6% | +9.3% | +95.2% | +101.6% |
| 3Y | +191.7% | +172.8% | +18.9% | +161.2% |
| 5Y | +549.2% | -53.4% | +602.6% | +471.6% |
| All | +549.2% | -52.3% | +601.5% | +471.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling