+3,106.3%
MPC vs WEC
+529.9%
+2,576.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -8.8% | +1.4% | -10.2% | -9.3% |
| 30D | -14.4% | +12.8% | -27.2% | -17.9% |
| 3M | +21.9% | +11.2% | +10.7% | +17.4% |
| 6M | +60.1% | +6.6% | +53.5% | +55.9% |
| YTD | +142.3% | +13.8% | +128.5% | +130.3% |
| 1Y | +101.7% | +7.6% | +94.1% | +95.4% |
| 3Y | +184.8% | +62.2% | +122.6% | +134.9% |
| 5Y | +564.6% | +52.0% | +512.6% | +452.7% |
| 10Y | +1,098.3% | +189.4% | +909.0% | +630.9% |
| All | +3,106.3% | +529.9% | +2,576.4% | +661.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling