-20.1%
MDT vs GPC
+29.0%
-49.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.2% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +6.0% | -0.4% | +6.4% | +6.1% |
| 3M | +15.5% | +39.2% | -23.6% | +6.6% |
| 6M | +3.4% | +18.2% | -14.8% | -1.1% |
| YTD | -2.2% | +12.1% | -14.3% | -5.8% |
| 1Y | +2.6% | -0.7% | +3.2% | +1.7% |
| 3Y | +27.5% | -1.7% | +29.2% | +23.8% |
| 5Y | -20.1% | +29.3% | -49.3% | -33.2% |
| All | -20.1% | +29.0% | -49.1% | -33.2% |
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