+173.4%
MPC vs GFS
-17.0%
+190.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +5.4% | +1.0% | +4.4% | +5.3% |
| 30D | +31.0% | -8.6% | +39.6% | +31.8% |
| 3M | +46.0% | -46.5% | +92.6% | +55.0% |
| 6M | +77.3% | -4.8% | +82.1% | +72.6% |
| YTD | +141.9% | +29.7% | +112.3% | +120.9% |
| 1Y | +120.9% | +35.8% | +85.1% | +99.2% |
| All | +173.4% | -17.0% | +190.4% | +154.1% |
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