+251.7%
GM vs MP
+271.0%
-19.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -3.8% | +2.3% | -6.1% | -4.2% |
| 30D | +7.9% | -15.3% | +23.2% | +10.5% |
| 3M | -0.3% | -33.5% | +33.2% | +5.8% |
| 6M | +18.6% | -45.5% | +64.1% | +28.5% |
| YTD | +10.0% | -27.3% | +37.3% | +11.7% |
| 1Y | +25.9% | -40.7% | +66.6% | +31.7% |
| 3Y | +241.2% | +145.9% | +95.4% | +131.3% |
| 5Y | +50.0% | -13.9% | +63.9% | +24.3% |
| All | +251.7% | +271.0% | -19.3% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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