+642.2%
MPC vs GAP
+9.0%
+633.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +5.4% | -4.5% | +9.9% | +6.1% |
| 30D | +31.0% | +9.0% | +21.9% | +29.2% |
| 3M | +46.0% | +5.0% | +41.0% | +44.5% |
| 6M | +77.3% | -17.8% | +95.1% | +80.2% |
| YTD | +141.9% | -10.4% | +152.3% | +142.3% |
| 1Y | +120.9% | -3.4% | +124.3% | +117.9% |
| 3Y | +182.7% | +111.5% | +71.2% | +139.6% |
| All | +642.2% | +9.0% | +633.3% | +554.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling