+163.8%
MPC vs WY
-25.3%
+189.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.7% |
| 7D | -16.2% | +3.1% | -19.3% | -16.8% |
| 30D | -15.7% | +13.0% | -28.7% | -18.1% |
| 3M | +24.9% | -16.8% | +41.7% | +30.1% |
| 6M | +52.7% | -11.2% | +63.8% | +55.4% |
| YTD | +131.9% | -9.1% | +140.9% | +132.1% |
| 1Y | +96.6% | -4.8% | +101.4% | +92.8% |
| 3Y | +163.8% | -25.3% | +189.1% | +172.9% |
| All | +163.8% | -25.3% | +189.1% | +172.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling