+264.6%
MP vs GAP
+144.7%
+119.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -3.6% | -0.1% | -3.5% | -3.8% |
| 30D | -21.0% | -5.4% | -15.6% | -20.0% |
| 3M | -33.3% | +2.9% | -36.2% | -34.4% |
| 6M | -45.9% | -4.4% | -41.5% | -46.2% |
| YTD | -27.8% | -11.6% | -16.2% | -27.3% |
| 1Y | -43.2% | -6.0% | -37.2% | -44.0% |
| 3Y | +144.0% | +78.0% | +66.1% | +74.1% |
| 5Y | -6.1% | +8.5% | -14.6% | -29.4% |
| All | +264.6% | +144.7% | +119.9% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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