+3,132.1%
MPC vs GD
+612.7%
+2,519.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.6% | -5.5% | -6.1% |
| 7D | -10.9% | +3.0% | -13.9% | -13.0% |
| 30D | -9.4% | +10.5% | -19.9% | -16.4% |
| 3M | +26.0% | -5.0% | +30.9% | +30.6% |
| 6M | +56.5% | +5.5% | +51.0% | +47.8% |
| YTD | +144.3% | +10.3% | +133.9% | +120.0% |
| 1Y | +117.2% | +8.2% | +109.1% | +98.4% |
| 3Y | +176.3% | +59.0% | +117.3% | +76.0% |
| 5Y | +590.5% | +104.3% | +486.2% | +242.4% |
| 10Y | +1,183.8% | +202.4% | +981.4% | +352.0% |
| All | +3,132.1% | +612.7% | +2,519.4% | +502.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling