+167.0%
MPC vs WST
+16.9%
+150.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.0% | +0.1% | -3.8% |
| 7D | -12.8% | -5.8% | -7.0% | -12.7% |
| 30D | -12.7% | +5.3% | -18.1% | -12.8% |
| 3M | +27.1% | +11.8% | +15.3% | +26.8% |
| 6M | +45.8% | +26.7% | +19.1% | +45.1% |
| YTD | +134.7% | +43.0% | +91.7% | +132.5% |
| 1Y | +106.0% | +38.9% | +67.2% | +104.2% |
| All | +167.0% | +16.9% | +150.1% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling