+29.3%
WBD vs MP
+450.8%
-421.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -1.8% | -2.9% | +1.0% | -1.4% |
| 30D | +8.8% | +13.8% | -5.0% | +6.4% |
| 3M | +4.6% | -16.7% | +21.3% | +6.6% |
| 6M | +1.1% | -11.5% | +12.6% | +0.9% |
| YTD | -2.0% | +7.9% | -9.9% | -6.1% |
| 1Y | +140.0% | -15.0% | +155.1% | +133.7% |
| 3Y | +144.4% | +153.5% | -9.1% | +75.5% |
| 5Y | -0.2% | +58.7% | -58.9% | -23.5% |
| All | +29.3% | +450.8% | -421.5% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling