+175.1%
MPC vs GFI
+304.2%
-129.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.4% |
| 7D | +3.2% | +4.7% | -1.5% | +3.2% |
| 30D | +25.0% | +14.4% | +10.6% | +25.1% |
| 3M | +55.2% | +32.5% | +22.6% | +55.1% |
| 6M | +86.4% | -7.2% | +93.6% | +88.0% |
| YTD | +148.5% | +10.9% | +137.6% | +147.4% |
| 1Y | +121.7% | +35.5% | +86.2% | +117.7% |
| All | +175.1% | +304.2% | -129.2% | +150.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling