+1,010.1%
MDB vs GPC
+89.5%
+920.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.5% | -2.5% |
| 7D | -18.0% | +0.2% | -18.2% | -18.1% |
| 30D | -10.7% | -0.4% | -10.3% | -10.7% |
| 3M | +1.0% | +39.2% | -38.2% | -10.4% |
| 6M | +31.6% | +18.2% | +13.4% | +23.0% |
| YTD | -15.2% | +12.1% | -27.3% | -19.7% |
| 1Y | +10.1% | -0.7% | +10.8% | +8.6% |
| 3Y | -5.6% | -1.7% | -4.0% | -9.7% |
| 5Y | -24.5% | +29.3% | -53.8% | -33.2% |
| All | +1,010.1% | +89.5% | +920.6% | +793.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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