+3,101.0%
MPC vs GD
+598.6%
+2,502.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.7% |
| 7D | +5.4% | -5.3% | +10.7% | +9.9% |
| 30D | +31.0% | -6.4% | +37.4% | +37.9% |
| 3M | +46.0% | +5.7% | +40.3% | +38.2% |
| 6M | +77.3% | -0.9% | +78.3% | +75.6% |
| YTD | +141.9% | +8.2% | +133.7% | +121.9% |
| 1Y | +120.9% | +13.4% | +107.5% | +93.7% |
| 3Y | +182.7% | +68.5% | +114.2% | +69.9% |
| 5Y | +646.4% | +97.2% | +549.3% | +281.6% |
| 10Y | +1,138.7% | +190.2% | +948.5% | +351.3% |
| All | +3,101.0% | +598.6% | +2,502.4% | +507.3% |
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