+329.7%
MPC vs GGLL
+328.7%
+1.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | +5.4% | -4.8% | +10.2% | +5.7% |
| 30D | +31.0% | -13.7% | +44.7% | +31.9% |
| 3M | +46.0% | -21.9% | +67.9% | +47.5% |
| 6M | +77.3% | +11.7% | +65.7% | +73.2% |
| YTD | +141.9% | +2.3% | +139.6% | +137.5% |
| 1Y | +120.9% | +76.2% | +44.7% | +104.3% |
| 3Y | +182.7% | +245.0% | -62.3% | +135.5% |
| All | +329.7% | +328.7% | +1.1% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling