+134.0%
WFC vs MPC
+1,165.8%
-1,031.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +0.1% |
| 7D | +0.1% | -9.4% | +9.5% | +3.7% |
| 30D | +2.9% | -14.3% | +17.2% | +8.5% |
| 3M | -1.4% | +31.1% | -32.5% | -12.7% |
| 6M | +14.3% | +60.3% | -45.9% | -7.3% |
| YTD | -6.2% | +142.5% | -148.7% | -36.9% |
| 1Y | +1.6% | +104.6% | -103.0% | -26.8% |
| 3Y | +126.9% | +191.7% | -64.8% | +35.2% |
| 5Y | +94.0% | +549.2% | -455.3% | -21.8% |
| 10Y | +134.0% | +1,106.2% | -972.2% | -32.6% |
| All | +134.0% | +1,165.8% | -1,031.7% | -32.6% |
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 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