+3,101.0%
MPC vs WST
+1,659.6%
+1,441.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +5.4% | +0.7% | +4.7% | +5.3% |
| 30D | +31.0% | -3.1% | +34.1% | +31.9% |
| 3M | +46.0% | +7.2% | +38.8% | +43.2% |
| 6M | +77.3% | +36.8% | +40.5% | +62.9% |
| YTD | +141.9% | +23.8% | +118.1% | +127.2% |
| 1Y | +120.9% | +37.8% | +83.1% | +100.9% |
| 3Y | +182.7% | -15.9% | +198.6% | +174.2% |
| 5Y | +646.4% | -25.8% | +672.3% | +633.8% |
| 10Y | +1,138.7% | +319.6% | +819.1% | +352.1% |
| All | +3,101.0% | +1,659.6% | +1,441.4% | +323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling