+405.1%
MP vs GFI
+543.7%
-138.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -7.4% | -4.9% | -2.5% | -6.3% |
| 30D | -6.7% | +10.7% | -17.4% | -8.8% |
| 3M | -11.7% | +25.6% | -37.3% | -16.4% |
| 6M | -18.9% | -8.3% | -10.6% | -18.3% |
| YTD | 0.0% | +6.3% | -6.3% | -2.3% |
| 1Y | -19.9% | +22.1% | -41.9% | -23.6% |
| 3Y | +133.4% | +289.2% | -155.8% | +80.3% |
| 5Y | +48.1% | +531.7% | -483.6% | +4.3% |
| All | +405.1% | +543.7% | -138.6% | +277.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling