+52.7%
MPC vs GIS
+5.6%
+47.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.3% |
| 7D | -16.2% | +3.6% | -19.7% | -16.1% |
| 30D | -15.7% | +13.9% | -29.6% | -16.2% |
| 3M | +24.9% | +0.3% | +24.6% | +26.2% |
| 6M | +52.7% | +5.0% | +47.7% | +54.0% |
| All | +52.7% | +5.6% | +47.1% | +54.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling