+445.3%
MP vs GD
+165.5%
+279.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.5% |
| 7D | -2.9% | -5.3% | +2.4% | +0.4% |
| 30D | +13.8% | -6.4% | +20.2% | +18.6% |
| 3M | -16.7% | +5.7% | -22.4% | -20.0% |
| 6M | -11.5% | -0.9% | -10.5% | -11.6% |
| YTD | +7.9% | +8.2% | -0.2% | +1.9% |
| 1Y | -15.0% | +13.4% | -28.5% | -22.2% |
| 3Y | +153.5% | +68.5% | +85.0% | +76.2% |
| 5Y | +58.7% | +97.2% | -38.5% | +0.2% |
| All | +445.3% | +165.5% | +279.8% | +193.6% |
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