+267.3%
MP vs GAP
+139.8%
+127.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.3% |
| 7D | +2.3% | -9.3% | +11.6% | +4.9% |
| 30D | -15.3% | -5.5% | -9.8% | -14.3% |
| 3M | -33.5% | +3.5% | -37.0% | -34.7% |
| 6M | -45.5% | +0.7% | -46.2% | -46.5% |
| YTD | -27.3% | -13.4% | -13.9% | -26.3% |
| 1Y | -40.7% | -7.7% | -33.1% | -41.3% |
| 3Y | +145.9% | +74.4% | +71.4% | +76.3% |
| 5Y | -13.9% | +5.3% | -19.2% | -34.7% |
| All | +267.3% | +139.8% | +127.5% | +149.3% |
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