+117.2%
MPC vs WAB
+46.5%
+70.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.1% | -9.2% | -7.9% |
| 7D | -10.9% | +4.5% | -15.4% | -10.2% |
| 30D | -9.4% | +1.1% | -10.5% | -9.1% |
| 3M | +26.0% | -1.3% | +27.2% | +26.0% |
| 6M | +56.5% | +12.7% | +43.8% | +60.3% |
| YTD | +144.3% | +38.7% | +105.6% | +143.7% |
| 1Y | +117.2% | +44.9% | +72.3% | +115.5% |
| All | +117.2% | +46.5% | +70.7% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling