+1,135.3%
MPC vs WAT
+230.7%
+904.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.7% |
| 7D | +2.6% | +0.7% | +1.9% | +2.4% |
| 30D | -12.2% | +9.0% | -21.2% | -15.0% |
| 3M | +20.1% | +13.5% | +6.6% | +14.3% |
| 6M | +60.6% | +35.3% | +25.3% | +42.7% |
| YTD | +150.6% | +24.0% | +126.6% | +126.4% |
| 1Y | +104.7% | +22.0% | +82.7% | +85.9% |
| 3Y | +194.5% | +84.0% | +110.5% | +110.8% |
| 5Y | +582.3% | +34.4% | +547.9% | +443.9% |
| 10Y | +1,135.3% | +231.4% | +903.9% | +525.4% |
| All | +1,135.3% | +230.7% | +904.6% | +525.4% |
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