+822.0%
WDC vs MPC
+194.6%
+627.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.4% | +4.9% | +7.3% |
| 7D | -3.2% | +2.6% | -5.8% | -3.7% |
| 30D | -19.0% | -12.2% | -6.8% | -16.4% |
| 3M | -28.4% | +20.1% | -48.5% | -32.6% |
| 6M | -39.2% | +60.6% | -99.8% | -47.5% |
| YTD | +82.1% | +150.6% | -68.5% | +30.7% |
| 1Y | +84.7% | +104.7% | -20.0% | +44.8% |
| All | +822.0% | +194.6% | +627.3% | +521.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling