-12.1%
MDB vs GPC
+2.6%
-14.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.7% |
| 7D | -11.4% | +1.6% | -12.9% | -11.4% |
| 30D | -13.8% | -2.1% | -11.7% | -14.0% |
| 3M | -15.5% | -6.8% | -8.6% | -15.4% |
| 6M | +17.9% | +18.6% | -0.7% | +18.3% |
| YTD | -25.5% | +2.7% | -28.1% | -15.5% |
| 1Y | -12.1% | +1.8% | -13.9% | +2.9% |
| All | -12.1% | +2.6% | -14.7% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling