+1,093.9%
MPC vs WM
+348.7%
+745.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.6% |
| 7D | -12.8% | +4.5% | -17.3% | -15.2% |
| 30D | -12.7% | +16.1% | -28.8% | -20.7% |
| 3M | +27.1% | +8.0% | +19.0% | +20.5% |
| 6M | +45.8% | +8.4% | +37.4% | +36.9% |
| YTD | +134.7% | +11.2% | +123.5% | +115.4% |
| 1Y | +106.0% | +22.3% | +83.7% | +77.1% |
| 3Y | +165.5% | +50.2% | +115.3% | +85.1% |
| 5Y | +540.9% | +63.3% | +477.6% | +298.2% |
| All | +1,093.9% | +348.7% | +745.2% | +253.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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