+181.2%
MLM vs GPC
+85.6%
+95.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.2% |
| 7D | -4.1% | +1.6% | -5.7% | -4.8% |
| 30D | +8.2% | -2.1% | +10.3% | +9.2% |
| 3M | -3.6% | -6.8% | +3.2% | -0.3% |
| 6M | -15.6% | +18.6% | -34.2% | -23.4% |
| YTD | -16.4% | +2.7% | -19.1% | -19.6% |
| 1Y | -14.3% | +1.8% | -16.1% | -17.3% |
| 3Y | +19.3% | +1.1% | +18.3% | +10.3% |
| 5Y | +29.6% | +4.1% | +25.5% | +15.5% |
| All | +181.2% | +85.6% | +95.6% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling