+534.5%
MPC vs WCC
+117.0%
+417.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.7% |
| 7D | -16.2% | -14.7% | -1.5% | -13.2% |
| 30D | -15.7% | -20.1% | +4.3% | -11.8% |
| 3M | +24.9% | -21.2% | +46.1% | +30.6% |
| 6M | +52.7% | -19.2% | +71.8% | +57.4% |
| YTD | +131.9% | +20.2% | +111.6% | +113.3% |
| 1Y | +96.6% | +14.5% | +82.2% | +82.9% |
| 3Y | +163.8% | +115.1% | +48.7% | +95.4% |
| All | +534.5% | +117.0% | +417.5% | +336.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling