+118.6%
GLD vs MPC
+527.1%
-408.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | +4.7% | -16.2% | +20.9% | +5.0% |
| 30D | -0.9% | -15.7% | +14.8% | -0.6% |
| 3M | -4.4% | +24.9% | -29.3% | -5.3% |
| 6M | -13.6% | +52.7% | -66.2% | -15.0% |
| YTD | -6.0% | +131.9% | -137.9% | -9.5% |
| 1Y | +1.8% | +96.6% | -94.9% | -1.4% |
| 3Y | +103.2% | +163.8% | -60.6% | +93.9% |
| All | +118.6% | +527.1% | -408.6% | +102.7% |
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 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