+170.2%
MPC vs GDDY
+28.5%
+141.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -1.9% |
| 7D | +1.2% | -7.0% | +8.2% | +1.7% |
| 30D | +17.0% | +6.2% | +10.8% | +16.3% |
| 3M | +49.5% | +20.0% | +29.4% | +46.2% |
| 6M | +83.5% | +6.8% | +76.7% | +81.3% |
| YTD | +144.1% | -22.3% | +166.4% | +151.4% |
| 1Y | +119.6% | -33.5% | +153.1% | +131.9% |
| All | +170.2% | +28.5% | +141.7% | +179.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling