+267.8%
WFC vs MP
+262.7%
+5.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.1% | +7.3% | +2.8% |
| 7D | +4.5% | -12.5% | +17.0% | +6.1% |
| 30D | +7.4% | -23.3% | +30.7% | +10.5% |
| 3M | -0.5% | -24.4% | +23.8% | +2.2% |
| 6M | +11.7% | -45.8% | +57.4% | +18.4% |
| YTD | -4.6% | -28.9% | +24.3% | -3.4% |
| 1Y | +2.5% | -34.6% | +37.1% | +4.5% |
| 3Y | +123.9% | +118.7% | +5.2% | +74.9% |
| 5Y | +94.3% | -3.1% | +97.4% | +67.1% |
| All | +267.8% | +262.7% | +5.0% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 all: compounded portfolio wealth divided by compounded MP 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…
all analysis · Full analysis span regression · 6 months rolling