+2,968.0%
MPC vs WCN
+924.3%
+2,043.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.5% |
| 7D | -16.2% | +2.9% | -19.1% | -17.6% |
| 30D | -15.7% | +22.1% | -37.8% | -24.7% |
| 3M | +24.9% | +13.2% | +11.7% | +16.0% |
| 6M | +52.7% | +23.7% | +29.0% | +34.1% |
| YTD | +131.9% | +8.7% | +123.1% | +116.8% |
| 1Y | +96.6% | +15.3% | +81.3% | +77.4% |
| 3Y | +163.8% | +46.0% | +117.8% | +99.6% |
| 5Y | +533.1% | +45.9% | +487.2% | +366.0% |
| 10Y | +1,118.6% | +311.1% | +807.6% | +380.6% |
| All | +2,968.0% | +924.3% | +2,043.7% | +572.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling