+127.0%
MP vs GAP
+67.6%
+59.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.1% | +5.5% |
| 7D | -10.5% | -3.8% | -6.7% | -10.1% |
| 30D | -23.5% | -9.0% | -14.5% | -22.7% |
| 3M | -25.4% | +5.5% | -30.9% | -26.3% |
| 6M | -51.3% | -11.1% | -40.2% | -50.8% |
| YTD | -29.9% | -13.6% | -16.4% | -29.3% |
| 1Y | -31.8% | -2.9% | -29.0% | -32.4% |
| 3Y | +127.0% | +69.6% | +57.4% | +93.2% |
| All | +127.0% | +67.6% | +59.4% | +93.2% |
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 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