+175.1%
MPC vs WYNN
-2.3%
+177.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.9% |
| 7D | +3.2% | -1.4% | +4.6% | +3.5% |
| 30D | +25.0% | -11.8% | +36.8% | +28.6% |
| 3M | +55.2% | -15.8% | +71.0% | +61.1% |
| 6M | +86.4% | -10.7% | +97.1% | +89.4% |
| YTD | +148.5% | -24.5% | +172.9% | +164.6% |
| 1Y | +121.7% | -25.0% | +146.7% | +134.8% |
| All | +175.1% | -2.3% | +177.4% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling