+1,049.8%
MDB vs GPC
+95.2%
+954.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.5% |
| 7D | -17.4% | +1.2% | -18.6% | -17.8% |
| 30D | -2.0% | +6.0% | -8.0% | -4.0% |
| 3M | -3.0% | +42.6% | -45.6% | -14.7% |
| 6M | +48.7% | +22.8% | +25.9% | +37.2% |
| YTD | -12.1% | +15.5% | -27.6% | -17.6% |
| 1Y | +14.5% | +2.0% | +12.5% | +11.9% |
| 3Y | -6.1% | -1.4% | -4.7% | -10.1% |
| 5Y | -27.3% | +30.6% | -57.9% | -36.0% |
| All | +1,049.8% | +95.2% | +954.6% | +816.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling