+167.0%
MPC vs GGLL
+151.4%
+15.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.6% | -3.7% |
| 7D | -12.8% | -1.3% | -11.5% | -12.7% |
| 30D | -12.7% | -36.3% | +23.5% | -11.2% |
| 3M | +27.1% | -42.7% | +69.8% | +29.7% |
| 6M | +45.8% | -53.1% | +98.9% | +49.9% |
| YTD | +134.7% | -32.1% | +166.8% | +133.7% |
| 1Y | +106.0% | -20.1% | +126.1% | +100.7% |
| All | +167.0% | +151.4% | +15.6% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling