+1,142.4%
MPC vs WY
+10.1%
+1,132.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.7% |
| 7D | +3.2% | -1.7% | +4.9% | +4.2% |
| 30D | +25.0% | -9.9% | +34.9% | +32.1% |
| 3M | +55.2% | -7.5% | +62.7% | +60.1% |
| 6M | +86.4% | -5.1% | +91.5% | +86.9% |
| YTD | +148.5% | -2.1% | +150.6% | +143.5% |
| 1Y | +121.7% | -7.3% | +129.0% | +123.3% |
| 3Y | +172.9% | -22.6% | +195.5% | +197.7% |
| 5Y | +679.9% | -19.8% | +699.7% | +693.7% |
| All | +1,142.4% | +10.1% | +1,132.2% | +903.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling