+1,221.5%
WDC vs MPC
+1,119.4%
+102.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.7% |
| 7D | +1.7% | +5.4% | -3.7% | -0.7% |
| 30D | -10.0% | +31.0% | -40.9% | -20.4% |
| 3M | -18.8% | +46.0% | -64.8% | -31.8% |
| 6M | +79.0% | +77.3% | +1.7% | +35.7% |
| YTD | +171.6% | +141.9% | +29.6% | +76.1% |
| 1Y | +417.4% | +120.9% | +296.5% | +249.1% |
| 3Y | +1,251.8% | +182.7% | +1,069.1% | +682.4% |
| 5Y | +911.7% | +646.4% | +265.3% | +253.4% |
| All | +1,221.5% | +1,119.4% | +102.1% | +257.1% |
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 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