+90.7%
WFC vs MPC
+600.5%
-509.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.5% | +11.2% | -8.7% | -0.5% |
| 30D | +7.0% | -14.5% | +21.5% | +11.4% |
| 3M | -1.8% | +16.7% | -18.4% | -7.1% |
| 6M | +18.4% | +67.6% | -49.2% | -0.5% |
| YTD | -5.6% | +157.9% | -163.5% | -32.5% |
| 1Y | +3.9% | +116.7% | -112.8% | -21.1% |
| 3Y | +126.3% | +199.8% | -73.4% | +45.9% |
| All | +90.7% | +600.5% | -509.8% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling