+1,134.0%
MPC vs WAB
+283.1%
+850.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.0% |
| 7D | +3.9% | +1.7% | +2.2% | +2.9% |
| 30D | +33.8% | -2.4% | +36.2% | +35.5% |
| 3M | +49.9% | +9.7% | +40.2% | +40.1% |
| 6M | +80.9% | +16.5% | +64.4% | +60.7% |
| YTD | +147.4% | +33.7% | +113.7% | +101.6% |
| 1Y | +123.2% | +49.7% | +73.5% | +68.6% |
| 3Y | +171.7% | +170.9% | +0.8% | +38.8% |
| 5Y | +678.6% | +228.0% | +450.5% | +242.3% |
| 10Y | +1,134.0% | +284.8% | +849.2% | +312.3% |
| All | +1,134.0% | +283.1% | +850.9% | +312.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling