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  • MPC vs GFI✓SelectedUSD · GFIMPC vs GFI performance historyLatest closeAs of+0.31%09/04
Stock and ETF performance explorer

MPC vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,101.0%
GFI return
+443.6%
Excess return
+2,657.4%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
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