+167.0%
MPC vs WCC
+106.2%
+60.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.6% | +5.6% | -2.2% |
| 7D | -12.8% | -21.9% | +9.1% | -9.1% |
| 30D | -12.7% | -25.4% | +12.7% | -8.5% |
| 3M | +27.1% | -23.1% | +50.2% | +32.2% |
| 6M | +45.8% | -18.1% | +63.8% | +48.7% |
| YTD | +134.7% | +17.7% | +117.0% | +118.4% |
| 1Y | +106.0% | +12.4% | +93.7% | +93.5% |
| All | +167.0% | +106.2% | +60.8% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling