+120.9%
MPC vs GFS
+37.2%
+83.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | +5.4% | +1.0% | +4.4% | +5.4% |
| 30D | +31.0% | -8.6% | +39.6% | +30.7% |
| 3M | +46.0% | -46.5% | +92.6% | +45.7% |
| 6M | +77.3% | -4.8% | +82.1% | +76.5% |
| YTD | +141.9% | +29.7% | +112.3% | +128.6% |
| 1Y | +120.9% | +35.8% | +85.1% | +107.5% |
| All | +120.9% | +37.2% | +83.7% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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