+123.2%
MPC vs GFS
+35.0%
+88.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.5% | +2.3% |
| 7D | +3.9% | +2.6% | +1.2% | +3.9% |
| 30D | +33.8% | -16.4% | +50.1% | +33.7% |
| 3M | +49.9% | -41.6% | +91.4% | +49.4% |
| 6M | +80.9% | -3.7% | +84.6% | +79.8% |
| YTD | +147.4% | +29.3% | +118.1% | +133.6% |
| 1Y | +123.2% | +37.1% | +86.1% | +109.3% |
| All | +123.2% | +35.0% | +88.2% | +109.3% |
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