+130.1%
WDAY vs MPC
+1,105.8%
-975.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.6% | -8.8% | +4.3% | -2.7% |
| 30D | +1.2% | -14.4% | +15.6% | +4.6% |
| 3M | +2.6% | +21.9% | -19.4% | -2.9% |
| 6M | +47.8% | +60.1% | -12.4% | +30.7% |
| YTD | -12.1% | +142.3% | -154.4% | -30.1% |
| 1Y | -17.1% | +101.7% | -118.8% | -31.2% |
| 3Y | -17.9% | +184.8% | -202.7% | -38.8% |
| 5Y | -35.1% | +564.6% | -599.7% | -62.3% |
| 10Y | +130.1% | +1,098.3% | -968.2% | +8.1% |
| All | +130.1% | +1,105.8% | -975.6% | +8.1% |
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 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