+10.8%
WBD vs MPC
+1,138.6%
-1,127.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.7% | -1.2% |
| 7D | -0.7% | +3.9% | -4.6% | -1.9% |
| 30D | +5.0% | +33.8% | -28.8% | -4.5% |
| 3M | +6.2% | +49.9% | -43.6% | -7.3% |
| 6M | +0.6% | +80.9% | -80.3% | -18.0% |
| YTD | -2.4% | +147.4% | -149.9% | -28.8% |
| 1Y | +127.7% | +123.2% | +4.5% | +71.4% |
| 3Y | +148.4% | +171.7% | -23.3% | +71.9% |
| 5Y | +4.2% | +678.6% | -674.3% | -49.1% |
| 10Y | +10.8% | +1,134.0% | -1,123.2% | -55.7% |
| All | +10.8% | +1,138.6% | -1,127.8% | -55.7% |
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