+87.9%
GM vs MP
+58.1%
+29.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +1.9% | -2.9% | +4.8% | +2.4% |
| 30D | -1.4% | +13.8% | -15.2% | -3.7% |
| 3M | +5.9% | -16.7% | +22.6% | +8.2% |
| 6M | +12.4% | -11.5% | +23.9% | +12.3% |
| YTD | +8.6% | +7.9% | +0.7% | +3.8% |
| 1Y | +52.6% | -15.0% | +67.7% | +47.6% |
| 3Y | +169.7% | +153.5% | +16.1% | +77.5% |
| All | +87.9% | +58.1% | +29.9% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling