+208.4%
GLD vs MPC
+1,105.8%
-897.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +2.8% | -8.8% | +11.7% | +2.9% |
| 30D | -4.0% | -14.4% | +10.4% | -3.8% |
| 3M | -8.2% | +21.9% | -30.2% | -8.5% |
| 6M | -14.8% | +60.1% | -75.0% | -15.5% |
| YTD | -6.8% | +142.3% | -149.1% | -8.2% |
| 1Y | -2.4% | +101.7% | -104.1% | -3.6% |
| 3Y | +105.8% | +184.8% | -79.0% | +102.2% |
| 5Y | +113.3% | +564.6% | -451.3% | +108.2% |
| 10Y | +208.4% | +1,098.3% | -889.9% | +192.7% |
| All | +208.4% | +1,105.8% | -897.3% | +192.7% |
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 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