+138.8%
MLM vs GPC
+74.9%
+63.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | +9.0% | -6.3% | +15.3% | +12.6% |
| 3M | -5.6% | -8.2% | +2.6% | -1.6% |
| 6M | -10.7% | +27.1% | -37.8% | -21.7% |
| YTD | -17.2% | +3.1% | -20.3% | -20.4% |
| 1Y | -14.2% | +0.1% | -14.3% | -16.3% |
| 3Y | +15.6% | +0.2% | +15.4% | +7.6% |
| 5Y | +26.2% | +4.9% | +21.4% | +12.2% |
| All | +138.8% | +74.9% | +63.9% | +48.2% |
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 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