+116.7%
MPC vs GFI
-13.2%
+129.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +11.2% | -8.7% | +19.9% | +10.2% |
| 30D | -14.5% | +0.6% | -15.1% | -14.1% |
| 3M | +16.7% | -7.5% | +24.2% | +16.7% |
| 6M | +67.6% | -18.3% | +85.9% | +67.7% |
| YTD | +157.9% | -13.8% | +171.7% | +153.9% |
| 1Y | +116.7% | -8.8% | +125.5% | +109.5% |
| All | +116.7% | -13.2% | +129.9% | +109.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling