+103.2%
GLD vs MPC
+160.2%
-57.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | +4.7% | -16.2% | +20.9% | +4.8% |
| 30D | -0.9% | -15.7% | +14.8% | -0.8% |
| 3M | -4.4% | +24.9% | -29.3% | -5.2% |
| 6M | -13.6% | +52.7% | -66.2% | -14.9% |
| YTD | -6.0% | +131.9% | -137.9% | -9.9% |
| 1Y | +1.8% | +96.6% | -94.9% | -1.8% |
| 3Y | +103.2% | +163.8% | -60.6% | +94.7% |
| All | +103.2% | +160.2% | -57.0% | +94.7% |
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 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