+1,135.3%
MPC vs WAB
+282.9%
+852.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +2.6% | +3.1% | -0.5% | +0.8% |
| 30D | -12.2% | +6.4% | -18.6% | -15.5% |
| 3M | +20.1% | +2.2% | +17.9% | +17.7% |
| 6M | +60.6% | +13.7% | +46.9% | +46.0% |
| YTD | +150.6% | +43.0% | +107.6% | +95.4% |
| 1Y | +104.7% | +47.0% | +57.7% | +56.5% |
| 3Y | +194.5% | +174.4% | +20.1% | +49.6% |
| 5Y | +582.3% | +222.2% | +360.1% | +203.7% |
| 10Y | +1,135.3% | +276.9% | +858.4% | +326.3% |
| All | +1,135.3% | +282.9% | +852.4% | +326.3% |
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