+3,101.0%
MPC vs GAP
+99.4%
+3,001.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +5.4% | -4.5% | +9.9% | +6.6% |
| 30D | +31.0% | +9.0% | +21.9% | +27.5% |
| 3M | +46.0% | +5.0% | +41.0% | +43.0% |
| 6M | +77.3% | -17.8% | +95.1% | +82.2% |
| YTD | +141.9% | -10.4% | +152.3% | +141.9% |
| 1Y | +120.9% | -3.4% | +124.3% | +114.7% |
| 3Y | +182.7% | +111.5% | +71.2% | +97.4% |
| 5Y | +646.4% | +8.8% | +637.6% | +489.9% |
| 10Y | +1,138.7% | +32.9% | +1,105.8% | +633.3% |
| All | +3,101.0% | +99.4% | +3,001.6% | +1,059.2% |
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