+1,120.5%
MPC vs WY
+7.2%
+1,113.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.3% |
| 7D | +1.2% | -3.7% | +4.9% | +3.3% |
| 30D | +17.0% | -11.3% | +28.3% | +24.7% |
| 3M | +49.5% | -8.1% | +57.6% | +54.8% |
| 6M | +83.5% | -7.4% | +91.0% | +86.5% |
| YTD | +144.1% | -4.7% | +148.8% | +142.9% |
| 1Y | +119.6% | -9.2% | +128.8% | +123.6% |
| 3Y | +168.1% | -24.7% | +192.8% | +196.9% |
| 5Y | +671.3% | -21.6% | +692.9% | +694.3% |
| All | +1,120.5% | +7.2% | +1,113.3% | +900.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling