+153.3%
MP vs GTLB
+0.5%
+152.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | -2.9% | +11.1% | -13.9% | -4.9% |
| 30D | +13.8% | +37.8% | -24.0% | +6.6% |
| 3M | -16.7% | +61.6% | -78.3% | -24.8% |
| 6M | -11.5% | +98.9% | -110.4% | -24.6% |
| YTD | +7.9% | +32.8% | -24.8% | +0.7% |
| 1Y | -15.0% | +14.7% | -29.7% | -19.0% |
| All | +153.3% | +0.5% | +152.8% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling