+1,079.5%
MPC vs WM
+339.4%
+740.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | 0.0% |
| 7D | -16.2% | +1.2% | -17.4% | -16.9% |
| 30D | -15.7% | +13.1% | -28.8% | -22.2% |
| 3M | +24.9% | +3.6% | +21.3% | +21.5% |
| 6M | +52.7% | +8.1% | +44.6% | +43.4% |
| YTD | +131.9% | +8.9% | +122.9% | +115.5% |
| 1Y | +96.6% | +20.3% | +76.3% | +70.6% |
| 3Y | +163.8% | +46.2% | +117.6% | +87.2% |
| 5Y | +533.1% | +59.9% | +473.2% | +298.3% |
| All | +1,079.5% | +339.4% | +740.0% | +253.8% |
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