+1,131.4%
MPC vs WYNN
+1.1%
+1,130.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +1.8% | -4.2% | +6.0% | +3.5% |
| 30D | +14.0% | -14.6% | +28.6% | +21.0% |
| 3M | +52.2% | -18.4% | +70.6% | +63.7% |
| 6M | +75.8% | -11.9% | +87.7% | +81.6% |
| YTD | +146.3% | -26.6% | +172.9% | +172.1% |
| 1Y | +120.8% | -28.5% | +149.3% | +144.3% |
| 3Y | +172.6% | -5.1% | +177.8% | +159.0% |
| 5Y | +678.2% | -10.5% | +688.7% | +596.8% |
| All | +1,131.4% | +1.1% | +1,130.3% | +872.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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