+601.0%
MPC vs GH
+45.9%
+555.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.5% |
| 7D | +11.2% | +0.6% | +10.7% | +11.2% |
| 30D | -14.5% | -6.9% | -7.6% | -14.2% |
| 3M | +16.7% | -4.9% | +21.6% | +16.9% |
| 6M | +67.6% | +54.1% | +13.5% | +63.3% |
| YTD | +157.9% | +48.5% | +109.4% | +151.2% |
| 1Y | +116.7% | +61.2% | +55.5% | +109.9% |
| 3Y | +199.8% | +570.3% | -370.6% | +162.6% |
| All | +601.0% | +45.9% | +555.1% | +535.6% |
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