+120.9%
MPC vs WAB
+48.2%
+72.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.4% |
| 7D | +5.4% | -3.2% | +8.6% | +5.1% |
| 30D | +31.0% | -4.4% | +35.4% | +30.4% |
| 3M | +46.0% | +7.9% | +38.2% | +47.2% |
| 6M | +77.3% | +8.7% | +68.6% | +80.0% |
| YTD | +141.9% | +33.0% | +108.9% | +135.1% |
| 1Y | +120.9% | +46.7% | +74.3% | +110.1% |
| All | +120.9% | +48.2% | +72.8% | +110.1% |
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