+3,101.0%
MPC vs WSM
+1,608.3%
+1,492.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.3% |
| 7D | +5.4% | -3.3% | +8.7% | +6.3% |
| 30D | +31.0% | -8.4% | +39.4% | +34.0% |
| 3M | +46.0% | +9.7% | +36.4% | +41.3% |
| 6M | +77.3% | +16.7% | +60.6% | +67.0% |
| YTD | +141.9% | +28.7% | +113.2% | +120.7% |
| 1Y | +120.9% | +13.7% | +107.3% | +108.0% |
| 3Y | +182.7% | +230.1% | -47.4% | +80.3% |
| 5Y | +646.4% | +179.0% | +467.5% | +371.7% |
| 10Y | +1,138.7% | +1,002.5% | +136.2% | +306.4% |
| All | +3,101.0% | +1,608.3% | +1,492.6% | +675.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling