-37.3%
MP vs GFI
-8.1%
-29.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.7% | +6.7% | +4.0% |
| 7D | +11.0% | -5.4% | +16.4% | +13.6% |
| 30D | -11.7% | -1.5% | -10.2% | -11.6% |
| 3M | -30.8% | -10.2% | -20.6% | -28.3% |
| 6M | -42.9% | -19.3% | -23.6% | -38.6% |
| YTD | -25.9% | -13.7% | -12.1% | -28.1% |
| 1Y | -37.3% | -12.1% | -25.2% | -40.7% |
| All | -37.3% | -8.1% | -29.2% | -40.7% |
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