+3,101.0%
MPC vs WTW
+321.8%
+2,779.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.4% |
| 7D | +5.4% | -2.6% | +8.1% | +6.8% |
| 30D | +31.0% | -1.0% | +32.0% | +31.3% |
| 3M | +46.0% | +29.9% | +16.1% | +26.6% |
| 6M | +77.3% | +10.7% | +66.6% | +65.1% |
| YTD | +141.9% | +2.6% | +139.3% | +132.8% |
| 1Y | +120.9% | +2.8% | +118.2% | +111.4% |
| 3Y | +182.7% | +67.3% | +115.4% | +96.3% |
| 5Y | +646.4% | +56.6% | +589.8% | +424.3% |
| 10Y | +1,138.7% | +204.1% | +934.7% | +469.5% |
| All | +3,101.0% | +321.8% | +2,779.2% | +1,032.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling