+116.7%
MPC vs GGLL
-11.0%
+127.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.3% |
| 7D | +11.2% | +7.7% | +3.6% | +11.8% |
| 30D | -14.5% | -30.2% | +15.7% | -16.6% |
| 3M | +16.7% | -31.3% | +47.9% | +13.8% |
| 6M | +67.6% | -52.1% | +119.6% | +57.6% |
| YTD | +157.9% | -25.9% | +183.8% | +157.0% |
| 1Y | +116.7% | -8.5% | +125.1% | +116.3% |
| All | +116.7% | -11.0% | +127.7% | +116.3% |
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