+553.1%
MPC vs GFS
-13.3%
+566.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -8.8% | -5.3% | -3.6% | -8.3% |
| 30D | -14.4% | -15.8% | +1.4% | -12.9% |
| 3M | +21.9% | -18.6% | +40.6% | +24.3% |
| 6M | +60.1% | -45.0% | +105.1% | +68.8% |
| YTD | +142.3% | +16.8% | +125.5% | +127.1% |
| 1Y | +101.7% | +17.8% | +83.9% | +88.6% |
| 3Y | +184.8% | -21.5% | +206.3% | +172.8% |
| 5Y | +564.6% | -29.3% | +594.0% | +519.8% |
| All | +553.1% | -13.3% | +566.4% | +489.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling