+1,098.3%
MPC vs WAT
+228.2%
+870.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -8.8% | +3.4% | -12.2% | -9.9% |
| 30D | -14.4% | +9.6% | -24.0% | -17.3% |
| 3M | +21.9% | +15.5% | +6.5% | +15.4% |
| 6M | +60.1% | +33.9% | +26.2% | +42.8% |
| YTD | +142.3% | +25.2% | +117.1% | +118.3% |
| 1Y | +101.7% | +26.3% | +75.4% | +80.9% |
| 3Y | +184.8% | +85.8% | +99.0% | +103.3% |
| 5Y | +564.6% | +35.3% | +529.3% | +429.1% |
| 10Y | +1,098.3% | +231.8% | +866.5% | +505.2% |
| All | +1,098.3% | +228.2% | +870.2% | +505.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling