+180.6%
MPC vs GD
+68.4%
+112.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | +5.4% | -5.3% | +10.7% | +7.3% |
| 30D | +31.0% | -6.4% | +37.4% | +33.8% |
| 3M | +46.0% | +5.7% | +40.3% | +42.6% |
| 6M | +77.3% | -0.9% | +78.3% | +77.3% |
| YTD | +141.9% | +8.2% | +133.7% | +132.9% |
| 1Y | +120.9% | +13.4% | +107.5% | +108.3% |
| All | +180.6% | +68.4% | +112.3% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling