+259.1%
MP vs GPC
+73.4%
+185.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -5.9% |
| 7D | -12.5% | +4.1% | -16.7% | -14.3% |
| 30D | -23.3% | +0.1% | -23.5% | -23.7% |
| 3M | -24.4% | -3.9% | -20.5% | -23.1% |
| 6M | -45.8% | +24.4% | -70.1% | -52.9% |
| YTD | -28.9% | +5.7% | -34.6% | -33.9% |
| 1Y | -34.6% | +6.8% | -41.4% | -39.8% |
| 3Y | +118.7% | +3.8% | +114.9% | +92.5% |
| 5Y | -3.1% | +9.2% | -12.3% | -19.5% |
| All | +259.1% | +73.4% | +185.7% | +115.3% |
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 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