+150.5%
MP vs GFI
+215.0%
-64.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.7% | +6.7% | +3.6% |
| 7D | +11.0% | -5.4% | +16.4% | +13.1% |
| 30D | -11.7% | -1.5% | -10.2% | -11.6% |
| 3M | -30.8% | -10.2% | -20.6% | -28.8% |
| 6M | -42.9% | -19.3% | -23.6% | -39.8% |
| YTD | -25.9% | -13.7% | -12.1% | -24.1% |
| 1Y | -37.3% | -12.1% | -25.2% | -36.2% |
| All | +150.5% | +215.0% | -64.5% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling