+380.4%
WFC vs MPC
+2,982.2%
-2,601.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.9% | -8.8% | +9.7% | +4.0% |
| 30D | +3.3% | -14.4% | +17.6% | +8.5% |
| 3M | -1.4% | +21.9% | -23.4% | -9.4% |
| 6M | +14.7% | +60.1% | -45.4% | -5.5% |
| YTD | -5.9% | +142.3% | -148.2% | -34.5% |
| 1Y | +1.8% | +101.7% | -99.9% | -24.2% |
| 3Y | +124.9% | +184.8% | -59.9% | +42.1% |
| 5Y | +92.7% | +564.6% | -471.9% | -14.8% |
| 10Y | +118.2% | +1,098.3% | -980.1% | -29.9% |
| All | +380.4% | +2,982.2% | -2,601.8% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling