+1.5%
WFC vs MPC
+105.0%
-103.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.7% |
| 7D | +0.1% | -9.4% | +9.5% | +0.3% |
| 30D | +2.9% | -14.3% | +17.2% | +3.2% |
| 3M | -1.4% | +31.1% | -32.5% | -3.2% |
| 6M | +14.3% | +60.3% | -45.9% | +10.9% |
| YTD | -6.2% | +142.5% | -148.7% | -14.2% |
| All | +1.5% | +105.0% | -103.5% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling