+68.9%
MP vs GPN
-41.5%
+110.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +3.0% |
| 7D | +3.0% | -0.7% | +3.7% | +3.3% |
| 30D | +8.3% | +3.8% | +4.5% | +6.4% |
| 3M | -3.8% | +39.2% | -43.0% | -18.4% |
| 6M | -4.9% | +17.9% | -22.8% | -13.1% |
| YTD | +9.6% | +16.4% | -6.8% | -0.7% |
| 1Y | -11.7% | +3.6% | -15.4% | -16.0% |
| 3Y | +158.5% | -26.7% | +185.2% | +186.8% |
| 5Y | +68.9% | -44.8% | +113.7% | +105.4% |
| All | +68.9% | -41.5% | +110.4% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling