+120.9%
MPC vs GGLL
+80.0%
+40.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.2% |
| 7D | +5.4% | -4.8% | +10.2% | +5.2% |
| 30D | +31.0% | -13.7% | +44.7% | +30.0% |
| 3M | +46.0% | -21.9% | +67.9% | +44.5% |
| 6M | +77.3% | +11.7% | +65.7% | +78.3% |
| YTD | +141.9% | +2.3% | +139.6% | +141.9% |
| 1Y | +120.9% | +76.2% | +44.7% | +107.7% |
| All | +120.9% | +80.0% | +40.9% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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