+1,116.6%
MPC vs WWD
+485.4%
+631.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +5.4% | +1.3% | +4.2% | +4.7% |
| 30D | +31.0% | -7.2% | +38.1% | +35.4% |
| 3M | +46.0% | -3.8% | +49.9% | +45.7% |
| 6M | +77.3% | -9.9% | +87.2% | +78.7% |
| YTD | +141.9% | +14.8% | +127.1% | +112.6% |
| 1Y | +120.9% | +42.1% | +78.8% | +70.2% |
| 3Y | +182.7% | +170.8% | +11.9% | +40.5% |
| 5Y | +646.4% | +197.5% | +448.9% | +231.2% |
| All | +1,116.6% | +485.4% | +631.2% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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