+237.4%
MP vs GD
+164.5%
+72.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -4.6% |
| 7D | -19.0% | -3.9% | -15.1% | -16.9% |
| 30D | -30.5% | +8.1% | -38.5% | -33.8% |
| 3M | -29.6% | -6.8% | -22.8% | -26.7% |
| 6M | -50.4% | +3.0% | -53.4% | -51.9% |
| YTD | -33.2% | +7.8% | -41.0% | -37.0% |
| 1Y | -38.6% | +5.8% | -44.4% | -41.2% |
| 3Y | +105.5% | +55.3% | +50.2% | +51.1% |
| 5Y | -7.8% | +96.7% | -104.5% | -41.9% |
| All | +237.4% | +164.5% | +72.9% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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