+205.0%
GM vs MP
+114.3%
+90.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.9% | -8.5% | -4.0% |
| 7D | -1.4% | -10.5% | +9.1% | -0.6% |
| 30D | +6.4% | -23.5% | +29.9% | +8.6% |
| 3M | -0.7% | -25.4% | +24.7% | +1.4% |
| 6M | +9.9% | -51.3% | +61.2% | +15.8% |
| YTD | +6.7% | -29.9% | +36.6% | +8.0% |
| 1Y | +26.2% | -31.8% | +58.1% | +27.6% |
| 3Y | +205.0% | +127.0% | +78.0% | +126.9% |
| All | +205.0% | +114.3% | +90.7% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling