+144.0%
MP vs GAP
+77.2%
+66.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +2.7% |
| 7D | -3.6% | -0.1% | -3.5% | -3.7% |
| 30D | -21.0% | -5.4% | -15.6% | -20.5% |
| 3M | -33.3% | +2.9% | -36.2% | -33.8% |
| 6M | -45.9% | -4.4% | -41.5% | -46.0% |
| YTD | -27.8% | -11.6% | -16.2% | -27.4% |
| 1Y | -43.2% | -6.0% | -37.2% | -43.4% |
| 3Y | +144.0% | +78.0% | +66.1% | +106.9% |
| All | +144.0% | +77.2% | +66.8% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling