+37.5%
WBD vs MPC
+2,977.1%
-2,939.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.8% | +5.4% | -7.2% | -3.4% |
| 30D | +8.8% | +31.0% | -22.2% | 0.0% |
| 3M | +4.6% | +46.0% | -41.4% | -7.3% |
| 6M | +1.1% | +77.3% | -76.2% | -16.2% |
| YTD | -2.0% | +141.9% | -143.9% | -26.7% |
| 1Y | +140.0% | +120.9% | +19.1% | +84.1% |
| 3Y | +144.4% | +182.7% | -38.3% | +71.0% |
| 5Y | -0.2% | +646.4% | -646.6% | -48.5% |
| 10Y | +9.1% | +1,138.7% | -1,129.6% | -55.9% |
| All | +37.5% | +2,977.1% | -2,939.6% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling