+601.0%
MPC vs WCN
+48.0%
+553.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +11.2% | +2.6% | +8.7% | +10.8% |
| 30D | -14.5% | +23.9% | -38.4% | -17.9% |
| 3M | +16.7% | +17.4% | -0.7% | +13.3% |
| 6M | +67.6% | +28.0% | +39.6% | +59.0% |
| YTD | +157.9% | +11.6% | +146.4% | +152.6% |
| 1Y | +116.7% | +16.9% | +99.8% | +109.4% |
| 3Y | +199.8% | +51.6% | +148.2% | +160.7% |
| All | +601.0% | +48.0% | +553.0% | +525.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling