+116.3%
MP vs GGLL
+151.4%
-35.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.6% | -5.2% |
| 7D | -19.0% | -1.3% | -17.7% | -18.8% |
| 30D | -30.5% | -36.3% | +5.8% | -24.7% |
| 3M | -29.6% | -42.7% | +13.1% | -22.3% |
| 6M | -50.4% | -53.1% | +2.6% | -43.7% |
| YTD | -33.2% | -32.1% | -1.1% | -30.8% |
| 1Y | -38.6% | -20.1% | -18.5% | -38.8% |
| All | +116.3% | +151.4% | -35.2% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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