+120.9%
MPC vs GDDY
-29.3%
+150.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | +5.4% | +3.7% | +1.7% | +5.5% |
| 30D | +31.0% | +10.4% | +20.6% | +31.1% |
| 3M | +46.0% | +19.4% | +26.6% | +46.2% |
| 6M | +77.3% | +14.3% | +63.0% | +77.5% |
| YTD | +141.9% | -18.4% | +160.3% | +140.4% |
| 1Y | +120.9% | -30.1% | +151.0% | +124.6% |
| All | +120.9% | -29.3% | +150.2% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling