+3,101.0%
MPC vs GIS
+76.7%
+3,024.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.0% |
| 7D | +5.4% | -7.8% | +13.3% | +7.8% |
| 30D | +31.0% | +6.6% | +24.4% | +28.6% |
| 3M | +46.0% | +21.0% | +25.1% | +37.9% |
| 6M | +77.3% | -9.1% | +86.4% | +81.0% |
| YTD | +141.9% | -13.6% | +155.5% | +150.0% |
| 1Y | +120.9% | -18.0% | +138.9% | +131.3% |
| 3Y | +182.7% | -33.7% | +216.4% | +211.2% |
| 5Y | +646.4% | -19.4% | +665.9% | +638.7% |
| 10Y | +1,138.7% | -21.3% | +1,160.0% | +1,157.9% |
| All | +3,101.0% | +76.7% | +3,024.3% | +1,357.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling