+3,005.7%
MPC vs GD
+596.1%
+2,409.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -2.1% |
| 7D | -12.8% | -3.9% | -8.9% | -9.8% |
| 30D | -12.7% | +8.1% | -20.8% | -18.0% |
| 3M | +27.1% | -6.8% | +33.8% | +33.8% |
| 6M | +45.8% | +3.0% | +42.8% | +40.3% |
| YTD | +134.7% | +7.8% | +126.9% | +115.4% |
| 1Y | +106.0% | +5.8% | +100.2% | +91.6% |
| 3Y | +165.5% | +55.3% | +110.2% | +72.3% |
| 5Y | +540.9% | +96.7% | +444.2% | +228.0% |
| 10Y | +1,133.6% | +195.4% | +938.2% | +342.6% |
| All | +3,005.7% | +596.1% | +2,409.6% | +489.6% |
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