+445.3%
MP vs GFI
+576.5%
-131.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | -2.9% | +3.1% | -6.0% | -3.6% |
| 30D | +13.8% | +27.1% | -13.3% | +7.8% |
| 3M | -16.7% | +21.2% | -37.9% | -20.5% |
| 6M | -11.5% | -4.5% | -7.0% | -11.7% |
| YTD | +7.9% | +11.7% | -3.8% | +4.3% |
| 1Y | -15.0% | +46.0% | -61.1% | -21.7% |
| 3Y | +153.5% | +309.6% | -156.0% | +93.6% |
| 5Y | +58.7% | +506.0% | -447.4% | +11.1% |
| All | +445.3% | +576.5% | -131.2% | +303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling