+154.3%
MP vs GPN
-24.2%
+178.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -2.9% | +0.8% | -3.6% | -3.1% |
| 30D | +13.8% | +5.8% | +8.0% | +11.9% |
| 3M | -16.7% | +37.0% | -53.7% | -25.0% |
| 6M | -11.5% | +20.1% | -31.6% | -17.2% |
| YTD | +7.9% | +20.4% | -12.5% | +0.4% |
| 1Y | -15.0% | +7.4% | -22.5% | -18.1% |
| All | +154.3% | -24.2% | +178.5% | +183.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling