+25.9%
GM vs MPC
+107.1%
-81.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | +0.6% |
| 7D | -3.8% | +2.6% | -6.4% | -3.6% |
| 30D | +7.9% | -12.2% | +20.1% | +6.0% |
| 3M | -0.3% | +20.1% | -20.4% | +1.3% |
| 6M | +18.6% | +60.6% | -42.0% | +24.4% |
| YTD | +10.0% | +150.6% | -140.5% | +7.4% |
| 1Y | +25.9% | +104.7% | -78.7% | +27.3% |
| All | +25.9% | +107.1% | -81.2% | +27.3% |
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