+445.3%
MP vs GPC
+89.4%
+355.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +13.8% | +5.1% | +8.7% | +11.0% |
| 3M | -16.7% | +41.5% | -58.2% | -32.1% |
| 6M | -11.5% | +21.8% | -33.3% | -21.7% |
| YTD | +7.9% | +14.6% | -6.6% | -3.2% |
| 1Y | -15.0% | +1.3% | -16.3% | -18.4% |
| 3Y | +153.5% | -1.4% | +154.9% | +136.9% |
| 5Y | +58.7% | +30.6% | +28.1% | +18.5% |
| All | +445.3% | +89.4% | +355.9% | +213.7% |
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 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