-40.7%
MP vs GPC
+2.0%
-42.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +2.3% | -2.1% | +4.4% | +2.6% |
| 30D | -15.3% | -4.5% | -10.8% | -14.8% |
| 3M | -33.5% | -7.7% | -25.8% | -32.8% |
| 6M | -45.5% | +24.3% | -69.8% | -48.5% |
| YTD | -27.3% | +3.5% | -30.8% | -28.4% |
| 1Y | -40.7% | +0.7% | -41.5% | -40.1% |
| All | -40.7% | +2.0% | -42.7% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling