-10.2%
GLD vs MPC
+48.4%
-58.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.2% |
| 7D | +1.9% | -12.8% | +14.6% | 0.0% |
| 30D | -1.8% | -12.7% | +11.0% | -3.5% |
| 3M | -3.6% | +27.1% | -30.7% | -0.2% |
| 6M | -10.2% | +45.8% | -56.0% | -4.7% |
| All | -10.2% | +48.4% | -58.6% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling