+175.1%
MPC vs WETO
-99.4%
+274.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +0.9% |
| 7D | +1.8% | -4.3% | +6.1% | +1.8% |
| 30D | +14.0% | -39.9% | +53.9% | +13.9% |
| 3M | +52.2% | -97.9% | +150.1% | +51.7% |
| 6M | +75.8% | -95.0% | +170.8% | +76.2% |
| YTD | +146.3% | -97.2% | +243.4% | +145.7% |
| 1Y | +120.8% | -98.9% | +219.7% | +119.4% |
| All | +175.1% | -99.4% | +274.5% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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