+1,131.4%
MPC vs GDDY
+207.2%
+924.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | +1.8% | -3.2% | +5.0% | +2.6% |
| 30D | +14.0% | +6.8% | +7.2% | +11.1% |
| 3M | +52.2% | +30.5% | +21.8% | +36.4% |
| 6M | +75.8% | +13.3% | +62.4% | +63.5% |
| YTD | +146.3% | -21.0% | +167.2% | +156.9% |
| 1Y | +120.8% | -34.0% | +154.8% | +145.3% |
| 3Y | +172.6% | +33.1% | +139.6% | +120.4% |
| 5Y | +678.2% | +30.3% | +647.9% | +509.9% |
| All | +1,131.4% | +207.2% | +924.2% | +577.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling