-25.3%
MDB vs GPN
-44.5%
+19.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -1.8% | -4.3% | +2.6% | +0.8% |
| 30D | -17.3% | 0.0% | -17.3% | -17.5% |
| 3M | +2.2% | +35.8% | -33.6% | -15.7% |
| 6M | +33.9% | +22.0% | +11.9% | +17.0% |
| YTD | -13.7% | +15.2% | -28.9% | -22.7% |
| 1Y | +9.1% | +3.5% | +5.6% | +3.5% |
| 3Y | -8.1% | -26.9% | +18.8% | +5.4% |
| All | -25.3% | -44.5% | +19.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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