+152.4%
GS vs MPC
+563.2%
-410.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.6% | +0.1% | +3.5% |
| 7D | +0.8% | -9.4% | +10.2% | +3.2% |
| 30D | +1.2% | -14.3% | +15.5% | +4.8% |
| 3M | -12.4% | +31.1% | -43.5% | -19.8% |
| 6M | -2.3% | +60.3% | -62.6% | -16.1% |
| YTD | +4.6% | +142.5% | -137.9% | -22.8% |
| 1Y | +17.5% | +104.6% | -87.1% | -8.2% |
| 3Y | +202.0% | +191.7% | +10.3% | +101.1% |
| 5Y | +152.4% | +549.2% | -396.8% | +16.0% |
| All | +152.4% | +563.2% | -410.9% | +16.0% |
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