+534.5%
MPC vs GH
+35.8%
+498.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -16.2% | -15.6% | -0.6% | -15.4% |
| 30D | -15.7% | -10.4% | -5.3% | -15.3% |
| 3M | +24.9% | -4.3% | +29.2% | +25.0% |
| 6M | +52.7% | +63.5% | -10.9% | +48.3% |
| YTD | +131.9% | +47.7% | +84.1% | +125.8% |
| 1Y | +96.6% | +56.7% | +39.9% | +90.8% |
| 3Y | +163.8% | +443.9% | -280.1% | +133.9% |
| All | +534.5% | +35.8% | +498.7% | +480.6% |
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