-34.6%
MP vs GPN
+20.6%
-55.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.9% | -3.1% | -4.9% |
| 7D | -12.5% | +15.0% | -27.6% | -13.7% |
| 30D | -23.3% | +16.9% | -40.3% | -24.5% |
| 3M | -24.4% | +9.2% | -33.5% | -25.0% |
| 6M | -45.8% | +34.7% | -80.5% | -48.3% |
| YTD | -28.9% | +25.4% | -54.3% | -31.8% |
| 1Y | -34.6% | +21.7% | -56.3% | -36.7% |
| All | -34.6% | +20.6% | -55.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling