+264.6%
MP vs GPC
+71.1%
+193.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.2% |
| 7D | -3.6% | +0.4% | -4.0% | -3.8% |
| 30D | -21.0% | -1.8% | -19.2% | -20.6% |
| 3M | -33.3% | -6.6% | -26.7% | -31.3% |
| 6M | -45.9% | +21.3% | -67.3% | -52.4% |
| YTD | -27.8% | +4.3% | -32.1% | -32.4% |
| 1Y | -43.2% | +3.3% | -46.4% | -46.7% |
| 3Y | +144.0% | +0.8% | +143.3% | +118.8% |
| 5Y | -6.1% | +7.4% | -13.5% | -21.3% |
| All | +264.6% | +71.1% | +193.5% | +120.1% |
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