+3,101.0%
MPC vs GFI
+443.6%
+2,657.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +5.4% | +3.1% | +2.3% | +5.3% |
| 30D | +31.0% | +27.1% | +3.9% | +29.6% |
| 3M | +46.0% | +21.2% | +24.9% | +44.5% |
| 6M | +77.3% | -4.5% | +81.8% | +76.9% |
| YTD | +141.9% | +11.7% | +130.2% | +138.9% |
| 1Y | +120.9% | +46.0% | +74.9% | +114.7% |
| 3Y | +182.7% | +309.6% | -126.9% | +157.6% |
| 5Y | +646.4% | +506.0% | +140.4% | +557.1% |
| 10Y | +1,138.7% | +1,009.2% | +129.5% | +939.1% |
| All | +3,101.0% | +443.6% | +2,657.4% | +2,737.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling