+132.9%
WFC vs MPC
+181.4%
-48.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.8% | +5.4% | -1.7% | +2.6% |
| 30D | +1.5% | +31.0% | -29.5% | -4.6% |
| 3M | +10.9% | +46.0% | -35.2% | +1.2% |
| 6M | +8.4% | +77.3% | -68.9% | -6.6% |
| YTD | -1.9% | +141.9% | -143.8% | -23.1% |
| 1Y | +12.3% | +120.9% | -108.6% | -9.9% |
| All | +132.9% | +181.4% | -48.5% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling