+1,079.5%
MPC vs GD
+190.6%
+888.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -16.2% | -5.0% | -11.2% | -12.5% |
| 30D | -15.7% | +8.9% | -24.6% | -21.4% |
| 3M | +24.9% | -8.0% | +32.9% | +33.2% |
| 6M | +52.7% | +2.9% | +49.8% | +46.8% |
| YTD | +131.9% | +7.1% | +124.8% | +113.1% |
| 1Y | +96.6% | +5.9% | +90.7% | +82.0% |
| 3Y | +163.8% | +53.9% | +109.9% | +67.6% |
| 5Y | +533.1% | +95.4% | +437.7% | +206.2% |
| All | +1,079.5% | +190.6% | +888.9% | +289.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling