+642.2%
MPC vs WAB
+222.7%
+419.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +5.4% | -3.2% | +8.6% | +6.8% |
| 30D | +31.0% | -4.4% | +35.4% | +33.3% |
| 3M | +46.0% | +7.9% | +38.2% | +40.1% |
| 6M | +77.3% | +8.7% | +68.6% | +67.6% |
| YTD | +141.9% | +33.0% | +108.9% | +106.1% |
| 1Y | +120.9% | +46.7% | +74.3% | +77.9% |
| 3Y | +182.7% | +153.0% | +29.7% | +70.3% |
| All | +642.2% | +222.7% | +419.5% | +272.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling