+127.7%
WBD vs MPC
+124.8%
+2.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.7% | -0.6% |
| 7D | -0.7% | +3.9% | -4.6% | -0.9% |
| 30D | +5.0% | +33.8% | -28.8% | +3.7% |
| 3M | +6.2% | +49.9% | -43.6% | +4.2% |
| 6M | +0.6% | +80.9% | -80.3% | -2.0% |
| YTD | -2.4% | +147.4% | -149.9% | -8.1% |
| 1Y | +127.7% | +123.2% | +4.5% | +149.8% |
| All | +127.7% | +124.8% | +2.9% | +149.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling