+117.2%
MPC vs GAP
+10.4%
+106.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.0% | -16.1% | -7.6% |
| 7D | -10.9% | +8.0% | -18.9% | -10.5% |
| 30D | -9.4% | +2.7% | -12.1% | -9.1% |
| 3M | +26.0% | +16.0% | +9.9% | +26.8% |
| 6M | +56.5% | +2.0% | +54.5% | +58.0% |
| YTD | +144.3% | -4.4% | +148.7% | +145.6% |
| 1Y | +117.2% | +9.2% | +108.0% | +114.8% |
| All | +117.2% | +10.4% | +106.8% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling