+113.2%
WDC vs MPC
+122.9%
-9.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -8.1% | +1.3% | -6.8% |
| 7D | -18.3% | -10.9% | -7.4% | -18.4% |
| 30D | -26.7% | -9.4% | -17.3% | -26.9% |
| 3M | -40.9% | +26.0% | -66.9% | -40.8% |
| 6M | -26.8% | +56.5% | -83.3% | -24.3% |
| YTD | +88.2% | +144.3% | -56.1% | +90.3% |
| 1Y | +113.2% | +117.2% | -4.0% | +126.0% |
| All | +113.2% | +122.9% | -9.7% | +126.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling