+138.1%
WFC vs MPC
+1,119.4%
-981.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.8% | +5.4% | -1.7% | +1.6% |
| 30D | +1.5% | +31.0% | -29.5% | -9.0% |
| 3M | +10.9% | +46.0% | -35.2% | -5.4% |
| 6M | +8.4% | +77.3% | -68.9% | -15.5% |
| YTD | -1.9% | +141.9% | -143.8% | -33.1% |
| 1Y | +12.3% | +120.9% | -108.6% | -20.9% |
| 3Y | +132.3% | +182.7% | -50.4% | +41.9% |
| 5Y | +130.1% | +646.4% | -516.4% | -11.7% |
| All | +138.1% | +1,119.4% | -981.4% | -32.9% |
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