+488.8%
GS vs MPC
+1,111.6%
-622.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.9% | -2.5% | -5.0% |
| 7D | -6.3% | -12.8% | +6.4% | -2.2% |
| 30D | -3.1% | -12.7% | +9.6% | +0.7% |
| 3M | -17.7% | +27.1% | -44.7% | -25.4% |
| 6M | -4.6% | +45.8% | -50.3% | -18.3% |
| YTD | +0.3% | +134.7% | -134.4% | -29.0% |
| 1Y | +11.7% | +106.0% | -94.3% | -17.2% |
| 3Y | +183.6% | +165.5% | +18.1% | +85.7% |
| 5Y | +141.0% | +540.9% | -399.9% | +8.7% |
| All | +488.8% | +1,111.6% | -622.8% | +91.7% |
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