+583.6%
WDC vs MPC
+1,096.9%
-513.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -28.0% | -16.2% | -11.8% | -21.8% |
| 30D | -34.9% | -15.7% | -19.2% | -30.1% |
| 3M | -41.6% | +24.9% | -66.5% | -47.7% |
| 6M | -45.4% | +52.7% | -98.0% | -55.6% |
| YTD | +53.3% | +131.9% | -78.6% | +0.2% |
| 1Y | +61.5% | +96.6% | -35.1% | +14.0% |
| 3Y | +712.3% | +163.8% | +548.6% | +382.3% |
| 5Y | +524.2% | +533.1% | -8.9% | +132.7% |
| All | +583.6% | +1,096.9% | -513.3% | +93.8% |
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