+101.7%
MPC vs WAB
+47.8%
+53.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | +0.1% |
| 7D | -8.8% | +4.0% | -12.9% | -8.5% |
| 30D | -14.4% | +6.3% | -20.7% | -13.7% |
| 3M | +21.9% | +3.3% | +18.7% | +22.6% |
| 6M | +60.1% | +14.5% | +45.7% | +63.9% |
| YTD | +142.3% | +42.7% | +99.6% | +141.0% |
| 1Y | +101.7% | +45.2% | +56.5% | +99.8% |
| All | +101.7% | +47.8% | +53.9% | +99.8% |
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