+405.1%
MP vs GDDY
+20.1%
+385.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -2.0% |
| 7D | -7.4% | -3.2% | -4.2% | -6.8% |
| 30D | -6.7% | +6.8% | -13.5% | -8.8% |
| 3M | -11.7% | +30.5% | -42.1% | -20.6% |
| 6M | -18.9% | +13.3% | -32.2% | -24.5% |
| YTD | 0.0% | -21.0% | +20.9% | +4.9% |
| 1Y | -19.9% | -34.0% | +14.1% | -9.9% |
| 3Y | +133.4% | +33.1% | +100.3% | +61.7% |
| 5Y | +48.1% | +30.3% | +17.8% | +4.4% |
| All | +405.1% | +20.1% | +385.0% | +259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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