+163.8%
MPC vs GIS
-37.4%
+201.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.1% |
| 7D | -16.2% | +3.6% | -19.7% | -16.3% |
| 30D | -15.7% | +13.9% | -29.6% | -16.3% |
| 3M | +24.9% | +0.3% | +24.6% | +25.1% |
| 6M | +52.7% | +5.0% | +47.7% | +52.4% |
| YTD | +131.9% | -18.4% | +150.2% | +135.8% |
| 1Y | +96.6% | -17.4% | +114.1% | +99.8% |
| 3Y | +163.8% | -36.9% | +200.7% | +177.5% |
| All | +163.8% | -37.4% | +201.2% | +177.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling