+43.5%
MLM vs GPC
+30.9%
+12.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -2.9% | +1.2% | -4.1% | -3.4% |
| 30D | -6.8% | +6.0% | -12.8% | -9.1% |
| 3M | -11.2% | +42.6% | -53.9% | -23.8% |
| 6M | -21.8% | +22.8% | -44.6% | -28.8% |
| YTD | -17.0% | +15.5% | -32.4% | -23.4% |
| 1Y | -16.4% | +2.0% | -18.4% | -18.6% |
| 3Y | +14.5% | -1.4% | +15.9% | +9.7% |
| All | +43.5% | +30.9% | +12.6% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling