+142.7%
WBD vs MP
+154.2%
-11.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -1.8% | -2.9% | +1.0% | -1.5% |
| 30D | +8.8% | +13.8% | -5.0% | +7.0% |
| 3M | +4.6% | -16.7% | +21.3% | +6.3% |
| 6M | +1.1% | -11.5% | +12.6% | +1.1% |
| YTD | -2.0% | +7.9% | -9.9% | -5.2% |
| 1Y | +140.0% | -15.0% | +155.1% | +134.6% |
| All | +142.7% | +154.2% | -11.5% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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