+11.2%
MP vs GTLB
-49.8%
+61.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | +2.3% | -9.6% | +11.9% | +4.7% |
| 30D | -15.3% | -15.5% | +0.2% | -12.0% |
| 3M | -33.5% | +12.4% | -45.9% | -35.8% |
| 6M | -45.5% | +84.6% | -130.1% | -53.9% |
| YTD | -27.3% | +26.1% | -53.4% | -33.4% |
| 1Y | -40.7% | +1.7% | -42.4% | -42.8% |
| 3Y | +145.9% | +6.1% | +139.8% | +119.1% |
| 5Y | -13.9% | -61.1% | +47.2% | -4.1% |
| All | +11.2% | -49.8% | +61.0% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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