+642.2%
MPC vs WWD
+198.3%
+444.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +5.4% | +1.3% | +4.2% | +5.2% |
| 30D | +31.0% | -7.2% | +38.1% | +32.7% |
| 3M | +46.0% | -3.8% | +49.9% | +45.8% |
| 6M | +77.3% | -9.9% | +87.2% | +78.1% |
| YTD | +141.9% | +14.8% | +127.1% | +127.1% |
| 1Y | +120.9% | +42.1% | +78.8% | +94.6% |
| 3Y | +182.7% | +170.8% | +11.9% | +101.3% |
| All | +642.2% | +198.3% | +444.0% | +399.4% |
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