+116.7%
MPC vs GAP
-12.4%
+129.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.4% |
| 7D | +11.2% | -1.9% | +13.2% | +11.2% |
| 30D | -14.5% | -7.1% | -7.4% | -14.6% |
| 3M | +16.7% | +4.1% | +12.6% | +16.9% |
| 6M | +67.6% | +1.9% | +65.6% | +68.5% |
| YTD | +157.9% | -15.2% | +173.1% | +157.4% |
| 1Y | +116.7% | -10.6% | +127.3% | +113.4% |
| All | +116.7% | -12.4% | +129.0% | +113.4% |
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