+2,968.0%
MPC vs GAP
+92.3%
+2,875.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.1% |
| 7D | -16.2% | -3.8% | -12.4% | -15.6% |
| 30D | -15.7% | -9.0% | -6.7% | -14.0% |
| 3M | +24.9% | +5.5% | +19.4% | +21.8% |
| 6M | +52.7% | -11.1% | +63.7% | +53.9% |
| YTD | +131.9% | -13.6% | +145.4% | +132.3% |
| 1Y | +96.6% | -2.9% | +99.5% | +90.1% |
| 3Y | +163.8% | +69.6% | +94.2% | +97.1% |
| 5Y | +533.1% | +5.4% | +527.7% | +403.2% |
| 10Y | +1,118.6% | +17.8% | +1,100.8% | +648.7% |
| All | +2,968.0% | +92.3% | +2,875.6% | +1,013.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling