+3,005.7%
MPC vs WAB
+819.8%
+2,185.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.6% | +1.7% | -0.7% |
| 7D | -12.8% | -2.5% | -10.3% | -11.7% |
| 30D | -12.7% | -4.4% | -8.4% | -10.9% |
| 3M | +27.1% | -5.9% | +33.0% | +30.7% |
| 6M | +45.8% | +5.9% | +39.8% | +37.5% |
| YTD | +134.7% | +30.9% | +103.8% | +91.8% |
| 1Y | +106.0% | +35.8% | +70.2% | +64.0% |
| 3Y | +165.5% | +154.0% | +11.5% | +40.2% |
| 5Y | +540.9% | +203.9% | +337.0% | +192.9% |
| 10Y | +1,133.6% | +286.7% | +846.9% | +336.2% |
| All | +3,005.7% | +819.8% | +2,185.9% | +463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling