+1,106.2%
MPC vs GIS
-17.6%
+1,123.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +4.9% |
| 7D | -9.4% | +0.4% | -9.8% | -9.6% |
| 30D | -14.3% | +10.1% | -24.4% | -15.9% |
| 3M | +31.1% | -3.7% | +34.8% | +31.5% |
| 6M | +60.3% | +4.3% | +56.0% | +58.2% |
| YTD | +142.5% | -19.8% | +162.3% | +150.4% |
| 1Y | +104.6% | -20.5% | +125.0% | +111.5% |
| 3Y | +191.7% | -38.3% | +230.0% | +214.1% |
| 5Y | +549.2% | -32.2% | +581.4% | +568.7% |
| 10Y | +1,106.2% | -18.0% | +1,124.2% | +1,085.0% |
| All | +1,106.2% | -17.6% | +1,123.8% | +1,085.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling