+167.0%
MPC vs WM
+50.2%
+116.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.0% |
| 7D | -12.8% | +4.5% | -17.3% | -13.0% |
| 30D | -12.7% | +16.1% | -28.8% | -13.7% |
| 3M | +27.1% | +8.0% | +19.0% | +26.3% |
| 6M | +45.8% | +8.4% | +37.4% | +44.6% |
| YTD | +134.7% | +11.2% | +123.5% | +132.2% |
| 1Y | +106.0% | +22.3% | +83.7% | +102.1% |
| All | +167.0% | +50.2% | +116.8% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling