+3,005.7%
MPC vs WST
+1,931.4%
+1,074.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.0% | +0.1% | -3.0% |
| 7D | -12.8% | -5.8% | -7.0% | -11.5% |
| 30D | -12.7% | +5.3% | -18.1% | -13.8% |
| 3M | +27.1% | +11.8% | +15.3% | +23.5% |
| 6M | +45.8% | +26.7% | +19.1% | +37.1% |
| YTD | +134.7% | +43.0% | +91.7% | +112.8% |
| 1Y | +106.0% | +38.9% | +67.2% | +87.8% |
| 3Y | +165.5% | +18.2% | +147.3% | +132.3% |
| 5Y | +540.9% | -1.5% | +542.4% | +473.7% |
| 10Y | +1,133.6% | +439.0% | +694.7% | +309.3% |
| All | +3,005.7% | +1,931.4% | +1,074.3% | +296.3% |
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 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