+1,171.8%
MPC vs GIS
-16.9%
+1,188.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.1% |
| 7D | +11.2% | -3.4% | +14.6% | +11.8% |
| 30D | -14.5% | +6.9% | -21.4% | -15.6% |
| 3M | +16.7% | -10.1% | +26.8% | +18.4% |
| 6M | +67.6% | +5.9% | +61.7% | +64.9% |
| YTD | +157.9% | -21.1% | +179.0% | +167.0% |
| 1Y | +116.7% | -22.5% | +139.1% | +124.9% |
| 3Y | +199.8% | -39.0% | +238.7% | +223.2% |
| 5Y | +604.4% | -33.3% | +637.8% | +627.5% |
| All | +1,171.8% | -16.9% | +1,188.7% | +1,143.2% |
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