+52.3%
GM vs MPC
+120.1%
-67.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +1.7% | +5.4% | -3.7% | +2.2% |
| 30D | -1.6% | +31.0% | -32.5% | +0.9% |
| 3M | +5.7% | +46.0% | -40.3% | +9.6% |
| 6M | +12.2% | +77.3% | -65.2% | +15.9% |
| YTD | +8.4% | +141.9% | -133.5% | +7.7% |
| 1Y | +52.3% | +120.9% | -68.6% | +53.0% |
| All | +52.3% | +120.1% | -67.8% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling