+56.5%
MPC vs GD
+7.0%
+49.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.6% | -5.5% | -7.9% |
| 7D | -10.9% | +3.0% | -13.9% | -10.6% |
| 30D | -9.4% | +10.5% | -19.9% | -9.0% |
| 3M | +26.0% | -5.0% | +30.9% | +25.8% |
| 6M | +56.5% | +5.5% | +51.0% | +59.8% |
| All | +56.5% | +7.0% | +49.5% | +59.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling