+156.7%
GLD vs MPC
+2,885.5%
-2,728.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.8% |
| 7D | +1.9% | -12.8% | +14.6% | +2.0% |
| 30D | -1.8% | -12.7% | +11.0% | -1.7% |
| 3M | -3.6% | +27.1% | -30.7% | -3.9% |
| 6M | -10.2% | +45.8% | -56.0% | -10.7% |
| YTD | -5.3% | +134.7% | -140.0% | -6.4% |
| 1Y | +2.5% | +106.0% | -103.6% | +1.4% |
| 3Y | +103.2% | +165.5% | -62.3% | +100.3% |
| 5Y | +121.1% | +540.9% | -419.8% | +116.3% |
| 10Y | +201.9% | +1,133.6% | -931.8% | +192.3% |
| All | +156.7% | +2,885.5% | -2,728.7% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling