+1,093.9%
MPC vs GD
+192.5%
+901.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -2.0% |
| 7D | -12.8% | -3.9% | -8.9% | -9.8% |
| 30D | -12.7% | +8.1% | -20.8% | -18.2% |
| 3M | +27.1% | -6.8% | +33.8% | +34.0% |
| 6M | +45.8% | +3.0% | +42.8% | +40.1% |
| YTD | +134.7% | +7.8% | +126.9% | +114.6% |
| 1Y | +106.0% | +5.8% | +100.2% | +90.9% |
| 3Y | +165.5% | +55.3% | +110.2% | +67.4% |
| 5Y | +540.9% | +96.7% | +444.2% | +208.4% |
| All | +1,093.9% | +192.5% | +901.5% | +292.2% |
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