+1,135.3%
MPC vs WCN
+309.3%
+825.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.1% |
| 7D | +2.6% | +0.4% | +2.2% | +2.4% |
| 30D | -12.2% | +25.3% | -37.5% | -22.2% |
| 3M | +20.1% | +15.4% | +4.6% | +10.8% |
| 6M | +60.6% | +27.8% | +32.8% | +39.2% |
| YTD | +150.6% | +10.6% | +140.0% | +133.4% |
| 1Y | +104.7% | +15.8% | +88.9% | +85.1% |
| 3Y | +194.5% | +50.3% | +144.2% | +116.3% |
| 5Y | +582.3% | +46.9% | +535.4% | +392.5% |
| 10Y | +1,135.3% | +318.8% | +816.5% | +392.1% |
| All | +1,135.3% | +309.3% | +825.9% | +392.1% |
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