+1,268.6%
MPC vs W
+176.2%
+1,092.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | 0.0% |
| 7D | +5.4% | -4.2% | +9.6% | +5.9% |
| 30D | +31.0% | -7.6% | +38.5% | +31.9% |
| 3M | +46.0% | +37.2% | +8.9% | +39.5% |
| 6M | +77.3% | +26.3% | +51.0% | +69.4% |
| YTD | +141.9% | -1.0% | +142.9% | +136.5% |
| 1Y | +120.9% | +20.1% | +100.8% | +109.4% |
| 3Y | +182.7% | +37.8% | +144.9% | +149.3% |
| 5Y | +646.4% | -63.7% | +710.1% | +617.1% |
| 10Y | +1,138.7% | +156.3% | +982.4% | +609.3% |
| All | +1,268.6% | +176.2% | +1,092.4% | +706.8% |
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