+3,070.5%
MLM vs GPC
+1,468.8%
+1,601.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | -6.8% | +5.1% | -12.0% | -9.5% |
| 3M | -11.2% | +41.5% | -52.8% | -28.0% |
| 6M | -21.8% | +21.8% | -43.6% | -31.1% |
| YTD | -17.0% | +14.6% | -31.5% | -25.1% |
| 1Y | -16.4% | +1.3% | -17.6% | -19.1% |
| 3Y | +14.5% | -1.4% | +15.9% | +6.7% |
| 5Y | +41.7% | +30.6% | +11.2% | +9.8% |
| 10Y | +200.0% | +80.6% | +119.4% | +79.6% |
| All | +3,070.5% | +1,468.8% | +1,601.7% | +551.9% |
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