+278.5%
WFC vs MP
+450.8%
-172.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | +3.8% | -2.9% | +6.6% | +4.1% |
| 30D | +1.5% | +13.8% | -12.3% | -0.3% |
| 3M | +10.9% | -16.7% | +27.6% | +12.5% |
| 6M | +8.4% | -11.5% | +19.9% | +8.3% |
| YTD | -1.9% | +7.9% | -9.8% | -5.0% |
| 1Y | +12.3% | -15.0% | +27.4% | +10.5% |
| 3Y | +132.3% | +153.5% | -21.2% | +80.9% |
| 5Y | +130.1% | +58.7% | +71.4% | +86.7% |
| All | +278.5% | +450.8% | -172.4% | +116.5% |
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