+247.2%
GM vs MP
+450.8%
-203.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 3M | +5.9% | -16.7% | +22.6% | +8.1% |
| 6M | +12.4% | -11.5% | +23.9% | +12.3% |
| YTD | +8.6% | +7.9% | +0.7% | +4.0% |
| 1Y | +52.6% | -15.0% | +67.7% | +48.1% |
| 3Y | +169.7% | +153.5% | +16.1% | +87.4% |
| 5Y | +87.5% | +58.7% | +28.9% | +41.0% |
| All | +247.2% | +450.8% | -203.6% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling