+601.0%
MPC vs WWD
+187.3%
+413.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | +11.2% | +4.0% | +7.3% | +10.5% |
| 30D | -14.5% | +0.4% | -14.9% | -14.6% |
| 3M | +16.7% | -7.9% | +24.6% | +18.1% |
| 6M | +67.6% | -10.6% | +78.2% | +69.1% |
| YTD | +157.9% | +9.4% | +148.5% | +144.2% |
| 1Y | +116.7% | +25.7% | +90.9% | +96.9% |
| 3Y | +199.8% | +148.5% | +51.2% | +119.8% |
| All | +601.0% | +187.3% | +413.7% | +376.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling