+542.3%
MPC vs WWD
+161.2%
+381.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.0% | +2.1% | -2.9% |
| 7D | -12.8% | -2.6% | -10.2% | -12.4% |
| 30D | -12.7% | -7.7% | -5.0% | -11.6% |
| 3M | +27.1% | -17.7% | +44.8% | +31.2% |
| 6M | +45.8% | -15.9% | +61.7% | +48.5% |
| YTD | +134.7% | +1.8% | +132.9% | +125.0% |
| 1Y | +106.0% | +17.4% | +88.6% | +89.4% |
| 3Y | +165.5% | +137.1% | +28.4% | +95.7% |
| All | +542.3% | +161.2% | +381.1% | +348.7% |
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