+237.4%
MP vs GAP
+149.6%
+87.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.6% | -0.4% | -4.6% |
| 7D | -19.0% | -2.1% | -16.9% | -18.6% |
| 30D | -30.5% | -5.1% | -25.4% | -29.7% |
| 3M | -29.6% | +9.8% | -39.3% | -31.9% |
| 6M | -50.4% | -3.6% | -46.8% | -50.7% |
| YTD | -33.2% | -9.8% | -23.4% | -33.0% |
| 1Y | -38.6% | -1.5% | -37.1% | -40.1% |
| 3Y | +105.5% | +74.3% | +31.2% | +48.1% |
| 5Y | -7.8% | +9.9% | -17.8% | -30.9% |
| All | +237.4% | +149.6% | +87.8% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling