+1,079.5%
MPC vs WWD
+461.1%
+618.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -2.8% |
| 7D | -16.2% | +4.2% | -20.3% | -18.0% |
| 30D | -15.7% | -2.1% | -13.6% | -15.3% |
| 3M | +24.9% | -13.2% | +38.1% | +32.3% |
| 6M | +52.7% | -16.9% | +69.5% | +61.9% |
| YTD | +131.9% | +5.2% | +126.6% | +111.0% |
| 1Y | +96.6% | +20.6% | +76.0% | +64.2% |
| 3Y | +163.8% | +146.3% | +17.5% | +37.2% |
| 5Y | +533.1% | +171.3% | +361.8% | +193.2% |
| All | +1,079.5% | +461.1% | +618.4% | +253.3% |
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