+120.9%
MPC vs GD
+13.1%
+107.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | +5.4% | -5.3% | +10.7% | +6.6% |
| 30D | +31.0% | -6.4% | +37.4% | +32.7% |
| 3M | +46.0% | +5.7% | +40.3% | +43.8% |
| 6M | +77.3% | -0.9% | +78.3% | +78.1% |
| YTD | +141.9% | +8.2% | +133.7% | +134.1% |
| 1Y | +120.9% | +13.4% | +107.5% | +120.1% |
| All | +120.9% | +13.1% | +107.8% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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