+642.2%
MPC vs WM
+52.1%
+590.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +5.4% | -0.3% | +5.7% | +5.5% |
| 30D | +31.0% | -2.4% | +33.3% | +31.4% |
| 3M | +46.0% | +0.4% | +45.6% | +45.5% |
| 6M | +77.3% | -9.5% | +86.8% | +79.9% |
| YTD | +141.9% | +0.5% | +141.4% | +140.8% |
| 1Y | +120.9% | -1.1% | +122.0% | +120.6% |
| 3Y | +182.7% | +46.0% | +136.7% | +153.8% |
| All | +642.2% | +52.1% | +590.1% | +551.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling