+82.8%
GM vs MPC
+655.4%
-572.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -2.9% |
| 7D | +0.4% | +3.9% | -3.5% | -0.7% |
| 30D | -1.8% | +33.8% | -35.6% | -10.2% |
| 3M | +2.6% | +49.9% | -47.2% | -9.8% |
| 6M | +14.6% | +80.9% | -66.4% | -6.8% |
| YTD | +6.2% | +147.4% | -141.2% | -23.5% |
| 1Y | +48.7% | +123.2% | -74.5% | +10.6% |
| 3Y | +168.3% | +171.7% | -3.4% | +77.9% |
| 5Y | +82.8% | +678.6% | -595.8% | -33.0% |
| All | +82.8% | +655.4% | -572.6% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling