+180.6%
MPC vs WCN
+20.7%
+159.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +5.4% | -0.6% | +6.1% | +5.5% |
| 30D | +31.0% | +0.4% | +30.5% | +30.9% |
| 3M | +46.0% | +7.3% | +38.7% | +44.4% |
| 6M | +77.3% | -2.5% | +79.8% | +77.8% |
| YTD | +141.9% | -5.4% | +147.3% | +143.4% |
| 1Y | +120.9% | -8.5% | +129.4% | +124.0% |
| All | +180.6% | +20.7% | +159.9% | +162.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling