+295.9%
GM vs MPC
+2,977.1%
-2,681.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.9% | +5.4% | -3.5% | 0.0% |
| 30D | -1.4% | +31.0% | -32.3% | -10.9% |
| 3M | +5.9% | +46.0% | -40.1% | -8.6% |
| 6M | +12.4% | +77.3% | -64.9% | -11.1% |
| YTD | +8.6% | +141.9% | -133.3% | -24.0% |
| 1Y | +52.6% | +120.9% | -68.3% | +9.8% |
| 3Y | +169.7% | +182.7% | -13.0% | +71.4% |
| 5Y | +87.5% | +646.4% | -558.9% | -20.3% |
| 10Y | +233.0% | +1,138.7% | -905.8% | +6.1% |
| All | +295.9% | +2,977.1% | -2,681.2% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling