+642.2%
MPC vs GH
+23.4%
+618.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +31.0% | -1.1% | +32.1% | +31.0% |
| 3M | +46.0% | +21.3% | +24.7% | +44.4% |
| 6M | +77.3% | +73.5% | +3.8% | +71.7% |
| YTD | +141.9% | +58.0% | +83.9% | +135.2% |
| 1Y | +120.9% | +163.1% | -42.1% | +108.0% |
| 3Y | +182.7% | +361.0% | -178.4% | +154.3% |
| All | +642.2% | +23.4% | +618.8% | +550.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling