+1,134.0%
MPC vs GIS
-18.7%
+1,152.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.8% | +2.6% |
| 7D | +3.9% | -8.3% | +12.1% | +5.4% |
| 30D | +33.8% | +2.2% | +31.6% | +33.2% |
| 3M | +49.9% | +15.7% | +34.2% | +45.7% |
| 6M | +80.9% | -12.0% | +92.9% | +84.5% |
| YTD | +147.4% | -15.0% | +162.4% | +153.7% |
| 1Y | +123.2% | -20.1% | +143.3% | +131.3% |
| 3Y | +171.7% | -34.6% | +206.3% | +190.6% |
| 5Y | +678.6% | -22.8% | +701.4% | +680.6% |
| 10Y | +1,134.0% | -18.5% | +1,152.5% | +1,215.1% |
| All | +1,134.0% | -18.7% | +1,152.7% | +1,215.1% |
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