+330.8%
MPC vs GGLL
+195.8%
+135.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +4.5% |
| 7D | -9.4% | +6.3% | -15.8% | -9.7% |
| 30D | -14.3% | -35.1% | +20.8% | -12.6% |
| 3M | +31.1% | -37.7% | +68.8% | +33.8% |
| 6M | +60.3% | -54.1% | +114.4% | +66.0% |
| YTD | +142.5% | -29.4% | +171.9% | +141.8% |
| 1Y | +104.6% | -13.4% | +118.0% | +99.2% |
| 3Y | +191.7% | +158.3% | +33.4% | +145.6% |
| All | +330.8% | +195.8% | +135.0% | +278.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling