+1,171.8%
MPC vs WY
+5.0%
+1,166.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.5% |
| 7D | +11.2% | -0.8% | +12.1% | +11.7% |
| 30D | -14.5% | +10.1% | -24.6% | -19.7% |
| 3M | +16.7% | -15.4% | +32.1% | +26.3% |
| 6M | +67.6% | -8.3% | +75.9% | +70.6% |
| YTD | +157.9% | -9.8% | +167.7% | +161.5% |
| 1Y | +116.7% | -3.9% | +120.5% | +110.7% |
| 3Y | +199.8% | -23.3% | +223.1% | +224.1% |
| 5Y | +604.4% | -31.2% | +635.6% | +682.5% |
| All | +1,171.8% | +5.0% | +1,166.7% | +940.3% |
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