+123.5%
MPC vs WTW
-3.4%
+126.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.5% |
| 7D | +3.2% | -7.1% | +10.3% | +3.4% |
| 30D | +25.0% | -8.5% | +33.6% | +25.4% |
| 3M | +55.2% | +20.6% | +34.6% | +52.8% |
| 6M | +86.4% | +7.2% | +79.2% | +84.4% |
| YTD | +148.5% | -3.9% | +152.3% | +147.7% |
| All | +123.5% | -3.4% | +126.9% | +127.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling