+1,106.2%
MPC vs WAB
+305.5%
+800.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.5% | +1.7% |
| 7D | -9.4% | +4.0% | -13.4% | -11.5% |
| 30D | -14.3% | +4.5% | -18.8% | -16.7% |
| 3M | +31.1% | +2.3% | +28.8% | +28.5% |
| 6M | +60.3% | +12.5% | +47.8% | +46.6% |
| YTD | +142.5% | +40.2% | +102.3% | +91.3% |
| 1Y | +104.6% | +45.2% | +59.4% | +57.4% |
| 3Y | +191.7% | +171.8% | +19.9% | +49.0% |
| 5Y | +549.2% | +217.6% | +331.6% | +191.4% |
| 10Y | +1,106.2% | +285.3% | +820.9% | +310.6% |
| All | +1,106.2% | +305.5% | +800.8% | +310.6% |
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