+3,101.0%
MPC vs WAB
+834.3%
+2,266.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | +5.4% | -3.2% | +8.6% | +7.4% |
| 30D | +31.0% | -4.4% | +35.4% | +34.3% |
| 3M | +46.0% | +7.9% | +38.2% | +37.7% |
| 6M | +77.3% | +8.7% | +68.6% | +63.8% |
| YTD | +141.9% | +33.0% | +108.9% | +97.1% |
| 1Y | +120.9% | +46.7% | +74.3% | +68.4% |
| 3Y | +182.7% | +153.0% | +29.7% | +49.9% |
| 5Y | +646.4% | +222.3% | +424.2% | +230.7% |
| 10Y | +1,138.7% | +291.0% | +847.7% | +337.4% |
| All | +3,101.0% | +834.3% | +2,266.7% | +479.6% |
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 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