+1,120.0%
MPC vs WM
+306.5%
+813.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.1% |
| 7D | +5.4% | -0.3% | +5.7% | +5.6% |
| 30D | +31.0% | -2.4% | +33.3% | +32.8% |
| 3M | +46.0% | +0.4% | +45.6% | +44.3% |
| 6M | +77.3% | -9.5% | +86.8% | +86.7% |
| YTD | +141.9% | +0.5% | +141.4% | +137.4% |
| 1Y | +120.9% | -1.1% | +122.0% | +117.8% |
| 3Y | +182.7% | +46.0% | +136.7% | +97.4% |
| 5Y | +646.4% | +51.8% | +594.6% | +378.9% |
| All | +1,120.0% | +306.5% | +813.5% | +246.8% |
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