+104.7%
MPC vs WWD
+25.8%
+78.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.5% |
| 7D | +2.6% | +3.7% | -1.1% | +2.8% |
| 30D | -12.2% | +1.8% | -14.0% | -12.0% |
| 3M | +20.1% | -5.0% | +25.0% | +19.6% |
| 6M | +60.6% | -8.4% | +69.0% | +59.5% |
| YTD | +150.6% | +12.3% | +138.3% | +139.5% |
| 1Y | +104.7% | +26.2% | +78.4% | +94.8% |
| All | +104.7% | +25.8% | +78.9% | +94.8% |
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