+8,639.7%
MDT vs GPC
+2,072.3%
+6,567.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -3.7% | -1.3% | -2.4% | -3.2% |
| 30D | +8.6% | -6.0% | +14.6% | +11.1% |
| 3M | +12.2% | -7.6% | +19.8% | +15.5% |
| 6M | +33.7% | +24.2% | +9.5% | +22.2% |
| YTD | +7.8% | +2.7% | +5.1% | +4.8% |
| 1Y | +8.9% | +0.2% | +8.7% | +6.8% |
| 3Y | +57.6% | -0.8% | +58.4% | +50.3% |
| 5Y | -0.7% | +4.4% | -5.1% | -9.4% |
| 10Y | +60.3% | +74.5% | -14.2% | +12.0% |
| All | +8,639.7% | +2,072.3% | +6,567.4% | +2,014.5% |
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