-15.1%
MP vs GPC
+3.6%
-18.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.3% | +5.6% |
| 7D | -10.5% | +1.6% | -12.1% | -11.3% |
| 30D | -23.5% | -2.1% | -21.5% | -23.1% |
| 3M | -25.4% | -6.8% | -18.6% | -23.2% |
| 6M | -51.3% | +18.6% | -69.9% | -56.4% |
| YTD | -29.9% | +2.7% | -32.6% | -33.8% |
| 1Y | -31.8% | +1.8% | -33.6% | -35.5% |
| 3Y | +127.0% | +1.1% | +125.9% | +99.8% |
| All | -15.1% | +3.6% | -18.6% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling