+199.8%
MPC vs GFS
-19.0%
+218.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.7% |
| 7D | +11.2% | +7.4% | +3.9% | +10.4% |
| 30D | -14.5% | -15.3% | +0.8% | -13.2% |
| 3M | +16.7% | -21.1% | +37.8% | +19.0% |
| 6M | +67.6% | -44.5% | +112.0% | +75.6% |
| YTD | +157.9% | +19.2% | +138.7% | +136.2% |
| 1Y | +116.7% | +27.2% | +89.4% | +95.5% |
| 3Y | +199.8% | -20.1% | +219.9% | +166.6% |
| All | +199.8% | -19.0% | +218.8% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling