+116.7%
MPC vs GIS
-21.2%
+137.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.5% |
| 7D | +11.2% | -3.4% | +14.6% | +11.1% |
| 30D | -14.5% | +6.9% | -21.4% | -14.6% |
| 3M | +16.7% | -10.1% | +26.8% | +17.5% |
| 6M | +67.6% | +5.9% | +61.7% | +68.7% |
| YTD | +157.9% | -21.1% | +179.0% | +160.8% |
| 1Y | +116.7% | -22.5% | +139.1% | +119.0% |
| All | +116.7% | -21.2% | +137.9% | +119.0% |
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 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