+117.2%
MPC vs GD
+9.0%
+108.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.6% | -5.5% | -7.5% |
| 7D | -10.9% | +3.0% | -13.9% | -11.3% |
| 30D | -9.4% | +10.5% | -19.9% | -11.1% |
| 3M | +26.0% | -5.0% | +30.9% | +27.5% |
| 6M | +56.5% | +5.5% | +51.0% | +54.7% |
| YTD | +144.3% | +10.3% | +133.9% | +133.5% |
| 1Y | +117.2% | +8.2% | +109.1% | +108.6% |
| All | +117.2% | +9.0% | +108.2% | +108.6% |
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