+117.2%
MPC vs GIS
-17.8%
+135.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.2% | -13.3% | -8.0% |
| 7D | -10.9% | +8.5% | -19.4% | -10.8% |
| 30D | -9.4% | +15.3% | -24.7% | -9.5% |
| 3M | +26.0% | +0.9% | +25.0% | +26.8% |
| 6M | +56.5% | +7.9% | +48.6% | +57.5% |
| YTD | +144.3% | -17.6% | +161.8% | +147.2% |
| 1Y | +117.2% | -17.4% | +134.6% | +119.9% |
| All | +117.2% | -17.8% | +135.0% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling