-35.7%
WDAY vs MPC
+603.7%
-639.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.7% |
| 7D | -4.8% | +9.4% | -14.2% | -6.3% |
| 30D | +2.5% | -13.4% | +15.9% | +4.9% |
| 3M | +8.8% | +18.9% | -10.1% | +4.9% |
| 6M | +60.7% | +64.9% | -4.2% | +45.6% |
| YTD | -11.2% | +156.8% | -168.0% | -26.0% |
| 1Y | -15.6% | +113.2% | -128.8% | -27.2% |
| 3Y | -17.1% | +201.8% | -218.9% | -34.1% |
| 5Y | -35.7% | +601.4% | -637.1% | -56.0% |
| All | -35.7% | +603.7% | -639.4% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling