+582.3%
MPC vs GFI
+321.4%
+260.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +5.0% | +3.4% |
| 7D | +2.6% | +2.2% | +0.4% | +2.6% |
| 30D | -12.2% | +2.2% | -14.4% | -12.2% |
| 3M | +20.1% | -4.6% | +24.7% | +20.1% |
| 6M | +60.6% | -16.7% | +77.3% | +61.4% |
| YTD | +150.6% | -9.5% | +160.0% | +149.5% |
| 1Y | +104.7% | -6.8% | +111.5% | +103.3% |
| 3Y | +194.5% | +223.7% | -29.2% | +169.0% |
| 5Y | +582.3% | +321.8% | +260.5% | +514.7% |
| All | +582.3% | +321.4% | +260.9% | +514.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling