-17.8%
MP vs GFI
+29.0%
-46.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -4.2% |
| 7D | -4.6% | -5.1% | +0.6% | -2.2% |
| 30D | -7.1% | +13.4% | -20.5% | -12.5% |
| 3M | -4.0% | +36.2% | -40.2% | -17.8% |
| 6M | -16.7% | -9.8% | -6.8% | -15.0% |
| YTD | +1.6% | +7.7% | -6.1% | -7.2% |
| 1Y | -17.8% | +27.2% | -45.0% | -24.4% |
| All | -17.8% | +29.0% | -46.8% | -24.4% |
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