-12.5%
WBD vs MPC
+518.7%
-531.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +1.0% | -0.6% | +1.6% | +1.0% |
| 30D | +26.7% | +2.7% | +24.0% | +25.3% |
| 3M | +91.1% | +20.6% | +70.5% | +78.8% |
| 6M | +164.8% | +35.4% | +129.4% | +137.4% |
| YTD | +114.5% | +41.3% | +73.2% | +90.4% |
| 1Y | +141.9% | +28.7% | +113.2% | +120.6% |
| 3Y | +120.7% | +73.3% | +47.4% | +78.5% |
| 5Y | +8.3% | +605.9% | -597.6% | -44.7% |
| All | -12.5% | +518.7% | -531.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling