+688.8%
WDC vs MP
+240.8%
+448.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -6.0% | -11.3% | -16.1% |
| 7D | -32.3% | -19.0% | -13.3% | -29.1% |
| 30D | -34.9% | -30.5% | -4.4% | -29.6% |
| 3M | -48.4% | -29.6% | -18.9% | -44.7% |
| 6M | -42.4% | -50.4% | +8.0% | -33.8% |
| YTD | +55.5% | -33.2% | +88.7% | +68.0% |
| 1Y | +67.5% | -38.6% | +106.1% | +83.2% |
| 3Y | +727.3% | +105.5% | +621.8% | +537.3% |
| 5Y | +533.3% | -7.8% | +541.2% | +456.7% |
| All | +688.8% | +240.8% | +448.0% | +433.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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