-34.6%
MP vs GFI
+6.9%
-41.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.3% | -11.4% | -7.9% |
| 7D | -12.5% | +1.4% | -14.0% | -13.4% |
| 30D | -23.3% | +3.0% | -26.3% | -24.6% |
| 3M | -24.4% | +10.2% | -34.5% | -28.8% |
| 6M | -45.8% | -10.1% | -35.7% | -44.5% |
| YTD | -28.9% | -11.4% | -17.5% | -32.8% |
| 1Y | -34.6% | +8.4% | -43.0% | -49.6% |
| All | -34.6% | +6.9% | -41.5% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling