+8,693.3%
MDT vs GPC
+2,088.4%
+6,605.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -3.2% | -2.1% | -1.1% | -2.4% |
| 30D | +10.5% | -4.5% | +15.1% | +12.4% |
| 3M | +13.0% | -7.7% | +20.7% | +16.3% |
| 6M | +38.7% | +24.3% | +14.4% | +26.7% |
| YTD | +8.5% | +3.5% | +5.0% | +5.2% |
| 1Y | +10.0% | +0.7% | +9.3% | +7.7% |
| 3Y | +58.6% | 0.0% | +58.6% | +50.8% |
| 5Y | -0.3% | +5.8% | -6.1% | -9.6% |
| 10Y | +61.3% | +75.8% | -14.5% | +12.4% |
| All | +8,693.3% | +2,088.4% | +6,605.0% | +2,021.5% |
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