+642.2%
MPC vs WAT
-3.2%
+645.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +5.4% | -1.3% | +6.7% | +5.7% |
| 30D | +31.0% | +2.3% | +28.6% | +30.4% |
| 3M | +46.0% | +8.7% | +37.3% | +43.7% |
| 6M | +77.3% | +28.3% | +49.0% | +68.4% |
| YTD | +141.9% | +7.8% | +134.1% | +137.1% |
| 1Y | +120.9% | +36.6% | +84.3% | +105.2% |
| 3Y | +182.7% | +45.7% | +137.0% | +156.0% |
| All | +642.2% | -3.2% | +645.5% | +580.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling