+117.2%
MPC vs GDDY
-11.8%
+129.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.3% | -12.4% | -8.0% |
| 7D | -10.9% | +11.1% | -22.0% | -10.8% |
| 30D | -9.4% | +18.6% | -28.0% | -9.2% |
| 3M | +26.0% | +32.8% | -6.9% | +26.7% |
| 6M | +56.5% | +34.0% | +22.5% | +57.5% |
| YTD | +144.3% | -4.6% | +148.9% | +130.4% |
| 1Y | +117.2% | -12.5% | +129.7% | +108.8% |
| All | +117.2% | -11.8% | +129.1% | +108.8% |
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