+654.3%
GS vs MPC
+1,131.7%
-477.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.9% | +5.4% | -4.5% | -1.0% |
| 30D | -1.6% | +31.0% | -32.5% | -10.8% |
| 3M | -4.5% | +46.0% | -50.5% | -17.1% |
| 6M | +20.9% | +77.3% | -56.4% | -3.5% |
| YTD | +19.9% | +141.9% | -122.0% | -15.1% |
| 1Y | +41.4% | +120.9% | -79.5% | +3.0% |
| 3Y | +239.2% | +182.7% | +56.5% | +118.9% |
| 5Y | +185.0% | +646.4% | -461.4% | +22.4% |
| All | +654.3% | +1,131.7% | -477.5% | +135.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling