-13.9%
MP vs GAP
+5.8%
-19.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.2% |
| 7D | +2.3% | -9.3% | +11.6% | +4.7% |
| 30D | -15.3% | -5.5% | -9.8% | -14.3% |
| 3M | -33.5% | +3.5% | -37.0% | -34.6% |
| 6M | -45.5% | +0.7% | -46.2% | -46.4% |
| YTD | -27.3% | -13.4% | -13.9% | -26.4% |
| 1Y | -40.7% | -7.7% | -33.1% | -41.2% |
| 3Y | +145.9% | +74.4% | +71.4% | +75.4% |
| 5Y | -13.9% | +5.3% | -19.2% | -46.2% |
| All | -13.9% | +5.8% | -19.7% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling