+50.6%
WBD vs MPC
+3,329.7%
-3,279.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +67.5% | -53.8% | -5.9% |
| 7D | +13.7% | +67.5% | -53.8% | -5.9% |
| 30D | +13.7% | +67.5% | -53.8% | -5.9% |
| 3M | +13.7% | +67.5% | -53.8% | -5.9% |
| 6M | +13.3% | +80.5% | -67.2% | -8.6% |
| YTD | +7.4% | +169.6% | -162.2% | -24.2% |
| 1Y | +63.0% | +128.2% | -65.2% | +21.0% |
| 3Y | +206.7% | +223.2% | -16.5% | +101.4% |
| 5Y | +18.4% | +666.1% | -647.7% | -41.0% |
| 10Y | +11.8% | +1,282.3% | -1,270.6% | -57.3% |
| All | +50.6% | +3,329.7% | -3,279.1% | -61.1% |
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