+287.6%
MP vs GPC
+69.2%
+218.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | +9.5% | +0.4% | +9.0% | +9.3% |
| 30D | -3.0% | -6.3% | +3.3% | -0.1% |
| 3M | -30.4% | -8.2% | -22.2% | -27.6% |
| 6M | -39.2% | +27.1% | -66.3% | -47.9% |
| YTD | -23.3% | +3.1% | -26.4% | -27.7% |
| 1Y | -32.6% | +0.1% | -32.7% | -35.6% |
| 3Y | +159.3% | +0.2% | +159.0% | +132.8% |
| 5Y | -16.4% | +4.9% | -21.3% | -29.0% |
| All | +287.6% | +69.2% | +218.4% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling