+1,166.2%
MPC vs WCN
+322.0%
+844.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.1% |
| 7D | +9.4% | +1.2% | +8.2% | +8.8% |
| 30D | -13.4% | +26.4% | -39.9% | -23.7% |
| 3M | +18.9% | +17.5% | +1.4% | +8.7% |
| 6M | +64.9% | +28.7% | +36.2% | +42.5% |
| YTD | +156.8% | +11.5% | +145.3% | +138.2% |
| 1Y | +113.2% | +15.9% | +97.3% | +93.0% |
| 3Y | +201.8% | +51.6% | +150.2% | +120.7% |
| 5Y | +601.4% | +47.9% | +553.4% | +405.0% |
| All | +1,166.2% | +322.0% | +844.3% | +402.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling