+1,174.7%
MPC vs WSM
+997.3%
+177.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +3.2% | +2.6% | +0.6% | +2.5% |
| 30D | +25.0% | -9.3% | +34.3% | +28.1% |
| 3M | +55.2% | +7.1% | +48.1% | +51.6% |
| 6M | +86.4% | +21.7% | +64.7% | +74.3% |
| YTD | +148.5% | +28.7% | +119.7% | +128.1% |
| 1Y | +121.7% | +13.9% | +107.8% | +109.6% |
| 3Y | +172.9% | +232.2% | -59.3% | +78.0% |
| 5Y | +679.9% | +176.4% | +503.5% | +408.6% |
| 10Y | +1,174.7% | +1,072.4% | +102.3% | +308.3% |
| All | +1,174.7% | +997.3% | +177.4% | +308.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling