+1,142.4%
MPC vs WTW
+196.3%
+946.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +2.0% |
| 7D | +3.2% | -7.1% | +10.3% | +6.6% |
| 30D | +25.0% | -8.5% | +33.6% | +29.8% |
| 3M | +55.2% | +20.6% | +34.6% | +41.0% |
| 6M | +86.4% | +7.2% | +79.2% | +77.0% |
| YTD | +148.5% | -3.9% | +152.3% | +147.3% |
| 1Y | +121.7% | -3.6% | +125.3% | +119.5% |
| 3Y | +172.9% | +60.7% | +112.2% | +95.8% |
| 5Y | +679.9% | +42.2% | +637.8% | +486.3% |
| All | +1,142.4% | +196.3% | +946.1% | +610.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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