+7.2%
MP vs GTLB
-49.0%
+56.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.8% | +5.4% |
| 7D | -10.5% | -11.1% | +0.6% | -8.0% |
| 30D | -23.5% | -7.5% | -16.0% | -22.2% |
| 3M | -25.4% | +34.8% | -60.2% | -30.9% |
| 6M | -51.3% | +98.0% | -149.2% | -59.5% |
| YTD | -29.9% | +28.1% | -58.0% | -36.0% |
| 1Y | -31.8% | +5.6% | -37.4% | -34.8% |
| 3Y | +127.0% | +15.9% | +111.1% | +97.8% |
| 5Y | -3.3% | -61.1% | +57.8% | +8.0% |
| All | +7.2% | -49.0% | +56.1% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling