+679.9%
MPC vs WTW
+45.2%
+634.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +1.2% |
| 7D | +3.2% | -7.1% | +10.3% | +4.8% |
| 30D | +25.0% | -8.5% | +33.6% | +27.3% |
| 3M | +55.2% | +20.6% | +34.6% | +48.1% |
| 6M | +86.4% | +7.2% | +79.2% | +81.9% |
| YTD | +148.5% | -3.9% | +152.3% | +148.9% |
| 1Y | +121.7% | -3.6% | +125.3% | +121.7% |
| 3Y | +172.9% | +60.7% | +112.2% | +124.5% |
| 5Y | +679.9% | +42.2% | +637.8% | +556.9% |
| All | +679.9% | +45.2% | +634.7% | +556.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling