+566.9%
MPC vs GFS
-3.9%
+570.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.5% | +2.3% |
| 7D | +3.9% | +2.6% | +1.2% | +3.6% |
| 30D | +33.8% | -16.4% | +50.1% | +36.2% |
| 3M | +49.9% | -41.6% | +91.4% | +58.2% |
| 6M | +80.9% | -3.7% | +84.6% | +77.0% |
| YTD | +147.4% | +29.3% | +118.1% | +130.0% |
| 1Y | +123.2% | +37.1% | +86.1% | +105.0% |
| 3Y | +171.7% | -22.1% | +193.9% | +161.6% |
| All | +566.9% | -3.9% | +570.9% | +497.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling