+453.7%
MP vs GDDY
+13.7%
+440.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.3% | +9.9% | +3.6% |
| 7D | +3.0% | -7.6% | +10.7% | +4.9% |
| 30D | +8.3% | +2.0% | +6.3% | +7.0% |
| 3M | -3.8% | +15.1% | -18.9% | -10.6% |
| 6M | -4.9% | -1.1% | -3.8% | -7.8% |
| YTD | +9.6% | -25.1% | +34.7% | +16.5% |
| 1Y | -11.7% | -37.3% | +25.5% | +0.4% |
| 3Y | +158.5% | +24.5% | +134.0% | +82.8% |
| 5Y | +68.9% | +23.5% | +45.4% | +20.7% |
| All | +453.7% | +13.7% | +440.0% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling