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  • MPC vs GD✓SelectedUSD · GDMPC vs GD performance historyLatest closeAs of+0.31%09/04
Stock and ETF performance explorer

MPC vs GD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+642.2%
GD return
+97.9%
Excess return
+544.3%
Maximum drawdown
-44.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioGDExcessAlpha
1D+0.3%-1.8%+2.1%+1.2%
7D+5.4%-5.3%+10.7%+8.2%
30D+31.0%-6.4%+37.4%+35.1%
3M+46.0%+5.7%+40.3%+41.2%
6M+77.3%-0.9%+78.3%+76.9%
YTD+141.9%+8.2%+133.7%+129.4%
1Y+120.9%+13.4%+107.5%+103.4%
3Y+182.7%+68.5%+114.2%+99.7%
All+642.2%+97.9%+544.3%+345.5%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling