-11.7%
WDAY vs MPC
+160.2%
-171.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | -2.5% | -16.2% | +13.7% | +0.5% |
| 30D | +4.7% | -15.7% | +20.4% | +7.6% |
| 3M | +13.3% | +24.9% | -11.6% | +7.7% |
| 6M | +57.3% | +52.7% | +4.7% | +43.3% |
| YTD | -10.2% | +131.9% | -142.0% | -24.6% |
| 1Y | -14.1% | +96.6% | -110.7% | -25.4% |
| 3Y | -11.7% | +163.8% | -175.5% | -25.1% |
| All | -11.7% | +160.2% | -171.8% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling