+1,134.0%
MPC vs WCN
+239.1%
+894.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.8% |
| 7D | +3.9% | -0.4% | +4.3% | +4.1% |
| 30D | +33.8% | -2.1% | +35.9% | +35.2% |
| 3M | +49.9% | +6.4% | +43.5% | +43.8% |
| 6M | +80.9% | -3.7% | +84.6% | +82.4% |
| YTD | +147.4% | -6.4% | +153.8% | +152.6% |
| 1Y | +123.2% | -7.9% | +131.1% | +129.1% |
| 3Y | +171.7% | +20.8% | +150.9% | +125.7% |
| 5Y | +678.6% | +29.0% | +649.6% | +495.4% |
| 10Y | +1,134.0% | +236.4% | +897.7% | +419.9% |
| All | +1,134.0% | +239.1% | +894.9% | +419.9% |
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