+443.0%
MP vs GPN
-47.9%
+490.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.8% |
| 7D | -0.7% | -6.2% | +5.5% | +2.0% |
| 30D | -0.7% | +1.0% | -1.7% | -1.3% |
| 3M | 0.0% | +36.9% | -36.9% | -14.6% |
| 6M | -10.0% | +16.8% | -26.7% | -17.4% |
| YTD | +7.5% | +13.2% | -5.7% | -1.5% |
| 1Y | -14.0% | +1.4% | -15.5% | -17.6% |
| 3Y | +153.5% | -28.6% | +182.1% | +181.5% |
| 5Y | +62.7% | -47.0% | +109.7% | +99.3% |
| All | +443.0% | -47.9% | +490.9% | +582.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling