+2,762.0%
GPN vs MLM
+1,647.9%
+1,114.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.2% |
| 7D | +0.6% | -4.1% | +4.7% | +2.1% |
| 30D | +20.1% | +8.2% | +12.0% | +16.6% |
| 3M | +11.4% | -3.6% | +15.0% | +12.7% |
| 6M | +40.8% | -15.6% | +56.4% | +49.3% |
| YTD | +27.1% | -16.4% | +43.5% | +34.6% |
| 1Y | +29.2% | -14.3% | +43.5% | +35.5% |
| 3Y | -9.4% | +19.3% | -28.7% | -16.5% |
| 5Y | -25.1% | +29.6% | -54.7% | -33.6% |
| 10Y | +46.1% | +189.9% | -143.9% | -7.2% |
| All | +2,762.0% | +1,647.9% | +1,114.2% | +937.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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