+1,079.5%
MPC vs WEC
+176.2%
+903.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | -16.2% | -0.2% | -16.0% | -16.2% |
| 30D | -15.7% | +12.3% | -28.0% | -18.5% |
| 3M | +24.9% | +8.3% | +16.6% | +22.0% |
| 6M | +52.7% | +3.5% | +49.2% | +50.6% |
| YTD | +131.9% | +12.7% | +119.1% | +122.9% |
| 1Y | +96.6% | +8.2% | +88.5% | +91.2% |
| 3Y | +163.8% | +55.9% | +107.9% | +127.6% |
| 5Y | +533.1% | +51.2% | +481.9% | +444.3% |
| All | +1,079.5% | +176.2% | +903.2% | +878.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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