+66.3%
WDC vs MPC
+104.9%
-38.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -16.7% | -8.8% | -7.9% | -16.9% |
| 30D | -27.2% | -14.4% | -12.8% | -27.6% |
| 3M | -34.0% | +21.9% | -55.9% | -33.7% |
| 6M | -39.7% | +60.1% | -99.8% | -36.9% |
| YTD | +68.1% | +142.3% | -74.3% | +76.5% |
| 1Y | +66.3% | +101.7% | -35.4% | +87.6% |
| All | +66.3% | +104.9% | -38.6% | +87.6% |
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