+206.1%
GLD vs MPC
+1,171.2%
-965.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.2% |
| 7D | -4.6% | +11.2% | -15.8% | -4.7% |
| 30D | -5.5% | -14.5% | +9.0% | -5.3% |
| 3M | -10.9% | +16.7% | -27.6% | -11.1% |
| 6M | -17.4% | +67.6% | -85.0% | -18.0% |
| YTD | -10.3% | +157.9% | -168.2% | -11.7% |
| 1Y | -7.2% | +116.7% | -123.8% | -8.4% |
| 3Y | +96.9% | +199.8% | -102.8% | +93.4% |
| 5Y | +103.8% | +604.4% | -500.7% | +98.7% |
| All | +206.1% | +1,171.2% | -965.1% | +191.1% |
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