+1,106.2%
MPC vs WAT
+232.2%
+874.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.4% | +3.2% |
| 7D | -9.4% | +6.0% | -15.5% | -11.2% |
| 30D | -14.3% | +9.9% | -24.2% | -17.3% |
| 3M | +31.1% | +17.2% | +13.9% | +23.4% |
| 6M | +60.3% | +34.2% | +26.0% | +42.8% |
| YTD | +142.5% | +25.5% | +117.0% | +118.3% |
| 1Y | +104.6% | +28.3% | +76.3% | +82.3% |
| 3Y | +191.7% | +88.4% | +103.3% | +106.9% |
| 5Y | +549.2% | +36.1% | +513.1% | +415.2% |
| 10Y | +1,106.2% | +234.8% | +871.4% | +509.3% |
| All | +1,106.2% | +232.2% | +874.0% | +509.3% |
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