+642.2%
MPC vs GD
+97.9%
+544.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 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