+1,227.8%
MPC vs W
+214.9%
+1,012.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.2% | +4.3% | -3.1% |
| 7D | -12.8% | -5.6% | -7.1% | -12.4% |
| 30D | -12.7% | +7.5% | -20.3% | -13.6% |
| 3M | +27.1% | +5.4% | +21.7% | +25.7% |
| 6M | +45.8% | +79.4% | -33.6% | +34.3% |
| YTD | +134.7% | +12.9% | +121.8% | +125.4% |
| 1Y | +106.0% | +12.4% | +93.6% | +97.5% |
| 3Y | +165.5% | +128.5% | +37.0% | +121.4% |
| 5Y | +540.9% | -54.0% | +594.9% | +496.3% |
| 10Y | +1,133.6% | +248.8% | +884.9% | +583.0% |
| All | +1,227.8% | +214.9% | +1,012.9% | +669.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling