+1,166.2%
MPC vs WY
+3.3%
+1,163.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.0% |
| 7D | +9.4% | -5.4% | +14.8% | +12.7% |
| 30D | -13.4% | +7.9% | -21.3% | -17.7% |
| 3M | +18.9% | -16.6% | +35.5% | +29.7% |
| 6M | +64.9% | -11.2% | +76.1% | +71.0% |
| YTD | +156.8% | -11.3% | +168.1% | +162.8% |
| 1Y | +113.2% | -5.5% | +118.7% | +109.3% |
| 3Y | +201.8% | -25.4% | +227.2% | +231.6% |
| 5Y | +601.4% | -32.4% | +633.7% | +686.4% |
| All | +1,166.2% | +3.3% | +1,163.0% | +945.6% |
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