+682.0%
WDC vs MPC
+1,165.7%
-483.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.8% |
| 7D | +16.3% | +9.4% | +6.9% | +11.9% |
| 30D | -18.3% | -13.4% | -4.8% | -12.9% |
| 3M | -31.4% | +18.9% | -50.3% | -37.0% |
| 6M | -36.3% | +64.9% | -101.2% | -49.9% |
| YTD | +80.8% | +156.8% | -76.0% | +13.2% |
| 1Y | +87.7% | +113.2% | -25.5% | +28.1% |
| 3Y | +819.4% | +201.8% | +617.6% | +414.4% |
| 5Y | +583.2% | +601.4% | -18.2% | +143.5% |
| All | +682.0% | +1,165.7% | -483.7% | +104.7% |
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