+159.3%
MP vs GDDY
+30.4%
+128.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.7% |
| 7D | +9.5% | -0.2% | +9.7% | +9.5% |
| 30D | -3.0% | +10.4% | -13.4% | -1.7% |
| 3M | -30.4% | +13.6% | -43.9% | -29.0% |
| 6M | -39.2% | +33.7% | -72.8% | -36.6% |
| YTD | -23.3% | -8.0% | -15.3% | -21.5% |
| 1Y | -32.6% | -12.9% | -19.7% | -31.1% |
| 3Y | +159.3% | +29.3% | +129.9% | +116.0% |
| All | +159.3% | +30.4% | +128.8% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling