-16.8%
MP vs GPN
-24.3%
+7.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +3.9% |
| 7D | -10.5% | +0.6% | -11.1% | -10.7% |
| 30D | -23.5% | +20.1% | -43.7% | -29.6% |
| 3M | -25.4% | +11.4% | -36.8% | -29.5% |
| 6M | -51.3% | +40.8% | -92.1% | -59.1% |
| YTD | -29.9% | +27.1% | -57.0% | -39.4% |
| 1Y | -31.8% | +29.2% | -61.0% | -41.7% |
| 3Y | +127.0% | -9.4% | +136.3% | +122.5% |
| All | -16.8% | -24.3% | +7.6% | -9.9% |
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