-43.2%
MP vs GPC
+2.1%
-45.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.8% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | -21.0% | -1.8% | -19.2% | -20.8% |
| 3M | -33.3% | -6.6% | -26.7% | -32.7% |
| 6M | -45.9% | +21.3% | -67.3% | -48.4% |
| YTD | -27.8% | +4.3% | -32.1% | -28.5% |
| 1Y | -43.2% | +3.3% | -46.4% | -41.7% |
| All | -43.2% | +2.1% | -45.2% | -41.7% |
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