+483.0%
MPC vs GH
+459.8%
+23.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | -8.8% | -11.2% | +2.4% | -7.9% |
| 30D | -14.4% | -7.2% | -7.2% | -13.9% |
| 3M | +21.9% | -7.1% | +29.0% | +22.5% |
| 6M | +60.1% | +62.3% | -2.2% | +52.7% |
| YTD | +142.3% | +52.1% | +90.2% | +131.3% |
| 1Y | +101.7% | +58.6% | +43.0% | +91.6% |
| 3Y | +184.8% | +619.9% | -435.1% | +126.7% |
| 5Y | +564.6% | +49.7% | +514.9% | +495.2% |
| All | +483.0% | +459.8% | +23.2% | +303.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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