+3,005.7%
MPC vs WWD
+944.8%
+2,060.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.0% | +2.1% | -1.0% |
| 7D | -12.8% | -2.6% | -10.2% | -11.9% |
| 30D | -12.7% | -7.7% | -5.0% | -9.8% |
| 3M | +27.1% | -17.7% | +44.8% | +38.4% |
| 6M | +45.8% | -15.9% | +61.7% | +53.4% |
| YTD | +134.7% | +1.8% | +132.9% | +118.0% |
| 1Y | +106.0% | +17.4% | +88.6% | +75.4% |
| 3Y | +165.5% | +137.1% | +28.4% | +44.7% |
| 5Y | +540.9% | +162.4% | +378.5% | +212.6% |
| 10Y | +1,133.6% | +452.5% | +681.1% | +281.7% |
| All | +3,005.7% | +944.8% | +2,060.9% | +515.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling