+951.5%
GS vs MPC
+2,977.1%
-2,025.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.9% | +5.4% | -4.5% | -0.9% |
| 30D | -1.6% | +31.0% | -32.5% | -10.7% |
| 3M | -4.5% | +46.0% | -50.5% | -17.0% |
| 6M | +20.9% | +77.3% | -56.4% | -3.1% |
| YTD | +19.9% | +141.9% | -122.0% | -14.5% |
| 1Y | +41.4% | +120.9% | -79.5% | +3.6% |
| 3Y | +239.2% | +182.7% | +56.5% | +121.5% |
| 5Y | +185.0% | +646.4% | -461.4% | +26.3% |
| 10Y | +655.0% | +1,138.7% | -483.8% | +148.2% |
| All | +951.5% | +2,977.1% | -2,025.6% | +102.3% |
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