+159.8%
MPC vs GLXY
-38.8%
+198.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +0.4% |
| 7D | +11.2% | +5.3% | +6.0% | +11.2% |
| 30D | -14.5% | -19.8% | +5.3% | -14.6% |
| 3M | +16.7% | -31.4% | +48.0% | +16.2% |
| 6M | +67.6% | -53.3% | +120.9% | +66.3% |
| YTD | +157.9% | -35.7% | +193.6% | +153.8% |
| 1Y | +116.7% | -47.2% | +163.9% | +113.4% |
| All | +159.8% | -38.8% | +198.6% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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