-45.2%
MDB vs GPC
+3.6%
-48.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.2% |
| 7D | -11.4% | +1.6% | -12.9% | -12.0% |
| 30D | -13.8% | -2.1% | -11.7% | -13.6% |
| 3M | -15.5% | -6.8% | -8.6% | -13.6% |
| 6M | +17.9% | +18.6% | -0.7% | +7.5% |
| YTD | -25.5% | +2.7% | -28.1% | -28.4% |
| 1Y | -12.1% | +1.8% | -13.9% | -15.5% |
| 3Y | -5.9% | +1.1% | -6.9% | -17.7% |
| All | -45.2% | +3.6% | -48.8% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling