+7,983.2%
MDT vs GPC
+2,341.8%
+5,641.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | +3.2% | +1.2% | +2.0% | +2.7% |
| 30D | +9.5% | +6.0% | +3.5% | +7.1% |
| 3M | +16.0% | +42.6% | -26.6% | +0.8% |
| 6M | +0.2% | +22.8% | -22.6% | -8.1% |
| YTD | -0.3% | +15.5% | -15.7% | -7.2% |
| 1Y | +4.7% | +2.0% | +2.7% | +2.1% |
| 3Y | +26.5% | -1.4% | +28.0% | +20.8% |
| 5Y | -18.2% | +30.6% | -48.8% | -31.7% |
| 10Y | +40.0% | +80.6% | -40.6% | -3.3% |
| All | +7,983.2% | +2,341.8% | +5,641.4% | +1,772.2% |
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 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