-2.9%
WBD vs MP
+47.3%
-50.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.3% |
| 7D | -0.1% | -3.6% | +3.6% | +0.5% |
| 30D | -0.9% | +18.7% | -19.6% | -4.4% |
| 3M | -3.2% | +14.5% | -17.7% | -6.7% |
| 6M | +22.6% | +9.8% | +12.7% | +17.2% |
| YTD | -5.6% | +29.8% | -35.5% | -12.1% |
| 1Y | +194.7% | +210.3% | -15.6% | +101.0% |
| 3Y | +117.4% | +207.8% | -90.4% | +36.2% |
| All | -2.9% | +47.3% | -50.2% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling