+3,174.0%
MPC vs WYNN
+0.6%
+3,173.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +2.0% |
| 7D | +3.9% | +1.8% | +2.1% | +3.2% |
| 30D | +33.8% | -9.8% | +43.6% | +38.6% |
| 3M | +49.9% | -11.8% | +61.7% | +55.8% |
| 6M | +80.9% | -8.8% | +89.7% | +84.2% |
| YTD | +147.4% | -22.8% | +170.2% | +166.5% |
| 1Y | +123.2% | -24.1% | +147.3% | +140.0% |
| 3Y | +171.7% | +0.4% | +171.3% | +155.0% |
| 5Y | +678.6% | -8.7% | +687.2% | +602.5% |
| 10Y | +1,134.0% | +8.3% | +1,125.7% | +842.5% |
| All | +3,174.0% | +0.6% | +3,173.4% | +2,086.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling