+3,101.0%
MPC vs WM
+744.6%
+2,356.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +32.9% |
| 3M | +46.0% | +0.4% | +45.6% | +44.3% |
| 6M | +77.3% | -9.5% | +86.8% | +87.0% |
| YTD | +141.9% | +0.5% | +141.4% | +137.4% |
| 1Y | +120.9% | -1.1% | +122.0% | +117.7% |
| 3Y | +182.7% | +46.0% | +136.7% | +100.1% |
| 5Y | +646.4% | +51.8% | +594.6% | +391.5% |
| 10Y | +1,138.7% | +307.5% | +831.2% | +291.5% |
| All | +3,101.0% | +744.6% | +2,356.4% | +438.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling