+2,968.0%
MPC vs WAT
+389.8%
+2,578.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -16.2% | -1.1% | -15.1% | -15.9% |
| 30D | -15.7% | +5.0% | -20.7% | -17.7% |
| 3M | +24.9% | +14.5% | +10.4% | +17.3% |
| 6M | +52.7% | +30.9% | +21.7% | +34.5% |
| YTD | +131.9% | +20.5% | +111.4% | +107.6% |
| 1Y | +96.6% | +23.3% | +73.4% | +74.0% |
| 3Y | +163.8% | +81.5% | +82.3% | +80.5% |
| 5Y | +533.1% | +33.4% | +499.7% | +382.0% |
| 10Y | +1,118.6% | +231.5% | +887.1% | +411.7% |
| All | +2,968.0% | +389.8% | +2,578.2% | +752.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling