+2,968.0%
MPC vs WU
-23.4%
+2,991.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.3% |
| 7D | -16.2% | +11.7% | -27.9% | -20.6% |
| 30D | -15.7% | +12.6% | -28.3% | -20.6% |
| 3M | +24.9% | -0.5% | +25.4% | +23.9% |
| 6M | +52.7% | -18.2% | +70.8% | +62.2% |
| YTD | +131.9% | -19.0% | +150.8% | +145.1% |
| 1Y | +96.6% | -16.7% | +113.3% | +104.2% |
| 3Y | +163.8% | -21.0% | +184.8% | +171.8% |
| 5Y | +533.1% | -41.7% | +574.8% | +630.7% |
| 10Y | +1,118.6% | -35.0% | +1,153.7% | +1,246.9% |
| All | +2,968.0% | -23.4% | +2,991.4% | +2,843.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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