+534.5%
MPC vs GFS
-38.3%
+572.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.9% |
| 7D | -16.2% | -7.8% | -8.4% | -15.4% |
| 30D | -15.7% | -19.7% | +3.9% | -13.8% |
| 3M | +24.9% | -23.1% | +48.0% | +28.0% |
| 6M | +52.7% | -46.4% | +99.0% | +61.5% |
| YTD | +131.9% | +11.0% | +120.8% | +118.1% |
| 1Y | +96.6% | +12.6% | +84.0% | +84.3% |
| 3Y | +163.8% | -24.9% | +188.7% | +153.6% |
| All | +534.5% | -38.3% | +572.7% | +506.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling