+3,005.7%
MPC vs WAT
+385.0%
+2,620.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -2.7% |
| 7D | -12.8% | -5.6% | -7.1% | -10.8% |
| 30D | -12.7% | +3.8% | -16.5% | -14.4% |
| 3M | +27.1% | +13.3% | +13.8% | +19.9% |
| 6M | +45.8% | +32.2% | +13.6% | +27.8% |
| YTD | +134.7% | +19.3% | +115.4% | +111.0% |
| 1Y | +106.0% | +21.8% | +84.2% | +83.3% |
| 3Y | +165.5% | +73.9% | +91.6% | +85.5% |
| 5Y | +540.9% | +32.1% | +508.8% | +389.9% |
| 10Y | +1,133.6% | +228.2% | +905.4% | +420.1% |
| All | +3,005.7% | +385.0% | +2,620.7% | +766.0% |
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