+1,098.3%
MPC vs WSM
+1,226.6%
-128.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -8.8% | +3.1% | -11.9% | -9.7% |
| 30D | -14.4% | +8.5% | -22.9% | -16.5% |
| 3M | +21.9% | +4.6% | +17.4% | +19.9% |
| 6M | +60.1% | +44.5% | +15.6% | +43.5% |
| YTD | +142.3% | +48.4% | +93.9% | +113.6% |
| 1Y | +101.7% | +36.2% | +65.5% | +81.8% |
| 3Y | +184.8% | +268.8% | -84.0% | +81.6% |
| 5Y | +564.6% | +185.2% | +379.4% | +336.2% |
| 10Y | +1,098.3% | +1,175.8% | -77.5% | +276.8% |
| All | +1,098.3% | +1,226.6% | -128.3% | +276.8% |
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