-11.5%
MP vs GPC
+21.8%
-33.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | -2.9% | +1.2% | -4.0% | -3.1% |
| 30D | +13.8% | +6.0% | +7.9% | +12.8% |
| 3M | -16.7% | +42.6% | -59.3% | -28.7% |
| 6M | -11.5% | +22.8% | -34.3% | -18.5% |
| All | -11.5% | +21.8% | -33.3% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling