+47.3%
GM vs MPC
+121.9%
-74.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.3% |
| 7D | -1.1% | +3.2% | -4.3% | -0.8% |
| 30D | -4.6% | +25.0% | -29.6% | -2.5% |
| 3M | +0.2% | +55.2% | -54.9% | +4.5% |
| 6M | +12.6% | +86.4% | -73.8% | +16.4% |
| YTD | +3.7% | +148.5% | -144.8% | +3.4% |
| All | +47.3% | +121.9% | -74.6% | +48.0% |
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