+2,968.0%
MPC vs WAB
+836.7%
+2,131.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.3% |
| 7D | -16.2% | +1.4% | -17.6% | -17.0% |
| 30D | -15.7% | +0.4% | -16.1% | -16.3% |
| 3M | +24.9% | -3.8% | +28.7% | +26.8% |
| 6M | +52.7% | +5.1% | +47.6% | +44.9% |
| YTD | +131.9% | +33.3% | +98.5% | +87.4% |
| 1Y | +96.6% | +39.8% | +56.8% | +53.9% |
| 3Y | +163.8% | +161.1% | +2.7% | +37.0% |
| 5Y | +533.1% | +209.5% | +323.7% | +186.3% |
| 10Y | +1,118.6% | +293.8% | +824.8% | +326.3% |
| All | +2,968.0% | +836.7% | +2,131.3% | +451.0% |
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