+1,120.5%
MPC vs GFI
+1,081.9%
+38.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.7% |
| 7D | +1.2% | -5.1% | +6.4% | +1.4% |
| 30D | +17.0% | +13.4% | +3.5% | +16.5% |
| 3M | +49.5% | +36.2% | +13.2% | +47.8% |
| 6M | +83.5% | -9.8% | +93.3% | +83.8% |
| YTD | +144.1% | +7.7% | +136.4% | +142.1% |
| 1Y | +119.6% | +27.2% | +92.4% | +115.8% |
| 3Y | +168.1% | +300.3% | -132.2% | +148.8% |
| 5Y | +671.3% | +539.8% | +131.5% | +594.4% |
| All | +1,120.5% | +1,081.9% | +38.7% | +1,070.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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