+311.9%
MPC vs GGLL
+188.6%
+123.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -16.2% | +3.1% | -19.3% | -16.3% |
| 30D | -15.7% | -36.3% | +20.6% | -14.0% |
| 3M | +24.9% | -40.4% | +65.3% | +27.7% |
| 6M | +52.7% | -54.6% | +107.3% | +58.2% |
| YTD | +131.9% | -31.1% | +163.0% | +131.5% |
| 1Y | +96.6% | -19.2% | +115.8% | +92.6% |
| 3Y | +163.8% | +151.5% | +12.3% | +122.4% |
| All | +311.9% | +188.6% | +123.3% | +262.0% |
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