+1,079.5%
MPC vs WST
+441.1%
+638.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -16.2% | -3.1% | -13.1% | -15.8% |
| 30D | -15.7% | +9.1% | -24.8% | -16.8% |
| 3M | +24.9% | +14.7% | +10.2% | +22.3% |
| 6M | +52.7% | +28.0% | +24.6% | +46.7% |
| YTD | +131.9% | +45.6% | +86.2% | +117.5% |
| 1Y | +96.6% | +45.7% | +51.0% | +84.3% |
| 3Y | +163.8% | +21.1% | +142.7% | +141.9% |
| 5Y | +533.1% | +0.3% | +532.8% | +493.7% |
| All | +1,079.5% | +441.1% | +638.3% | +474.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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