+96.6%
MPC vs WWD
+21.1%
+75.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -0.9% |
| 7D | -16.2% | +4.2% | -20.3% | -15.7% |
| 30D | -15.7% | -2.1% | -13.6% | -15.7% |
| 3M | +24.9% | -13.2% | +38.1% | +23.6% |
| 6M | +52.7% | -16.9% | +69.5% | +51.1% |
| YTD | +131.9% | +5.2% | +126.6% | +120.9% |
| 1Y | +96.6% | +20.6% | +76.0% | +86.3% |
| All | +96.6% | +21.1% | +75.6% | +86.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling