+120.9%
MPC vs WSM
+19.9%
+101.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.6% |
| 7D | +5.4% | -3.3% | +8.7% | +5.0% |
| 30D | +31.0% | -8.4% | +39.4% | +29.4% |
| 3M | +46.0% | +9.7% | +36.4% | +48.2% |
| 6M | +77.3% | +16.7% | +60.6% | +84.0% |
| YTD | +141.9% | +28.7% | +113.2% | +151.0% |
| 1Y | +120.9% | +13.7% | +107.3% | +128.6% |
| All | +120.9% | +19.9% | +101.1% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling