+120.8%
MPC vs GFI
+26.4%
+94.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.8% |
| 7D | +1.8% | -4.9% | +6.7% | +1.5% |
| 30D | +14.0% | +10.7% | +3.3% | +14.8% |
| 3M | +52.2% | +25.6% | +26.6% | +54.7% |
| 6M | +75.8% | -8.3% | +84.0% | +78.9% |
| YTD | +146.3% | +6.3% | +140.0% | +145.8% |
| 1Y | +120.8% | +22.1% | +98.7% | +117.9% |
| All | +120.8% | +26.4% | +94.4% | +117.9% |
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 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