+237.4%
MP vs GPC
+70.7%
+166.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.5% | -5.3% |
| 7D | -19.0% | +1.7% | -20.6% | -19.7% |
| 30D | -30.5% | -2.3% | -28.2% | -29.9% |
| 3M | -29.6% | -4.5% | -25.1% | -28.2% |
| 6M | -50.4% | +21.6% | -72.0% | -56.4% |
| YTD | -33.2% | +4.0% | -37.3% | -37.4% |
| 1Y | -38.6% | +3.5% | -42.1% | -42.4% |
| 3Y | +105.5% | +2.1% | +103.3% | +82.3% |
| 5Y | -7.8% | +5.5% | -13.3% | -21.9% |
| All | +237.4% | +70.7% | +166.7% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling