+240.4%
GM vs MPC
+188.2%
+52.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +0.4% | -8.8% | +9.2% | +1.6% |
| 30D | +7.2% | -14.4% | +21.6% | +9.3% |
| 3M | +1.0% | +21.9% | -20.9% | -3.5% |
| 6M | +13.0% | +60.1% | -47.1% | +1.5% |
| YTD | +9.8% | +142.3% | -132.5% | -13.9% |
| 1Y | +25.9% | +101.7% | -75.8% | +4.4% |
| 3Y | +240.4% | +184.8% | +55.6% | +145.2% |
| All | +240.4% | +188.2% | +52.2% | +145.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling