+101.9%
MPC vs WWD
+25.3%
+76.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.3% | +4.9% |
| 7D | -9.4% | +4.2% | -13.6% | -9.1% |
| 30D | -14.3% | -0.8% | -13.5% | -14.3% |
| 3M | +31.1% | -8.2% | +39.3% | +30.2% |
| 6M | +60.3% | -9.8% | +70.1% | +59.0% |
| YTD | +142.5% | +10.4% | +132.1% | +132.0% |
| All | +101.9% | +25.3% | +76.6% | +92.8% |
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