+117.2%
MPC vs GPC
+6.5%
+110.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.7% | -9.8% | -8.0% |
| 7D | -10.9% | +4.1% | -15.0% | -10.7% |
| 30D | -9.4% | +0.1% | -9.5% | -9.3% |
| 3M | +26.0% | -3.9% | +29.9% | +25.8% |
| 6M | +56.5% | +24.4% | +32.1% | +57.2% |
| YTD | +144.3% | +5.7% | +138.6% | +147.1% |
| 1Y | +117.2% | +6.8% | +110.5% | +119.1% |
| All | +117.2% | +6.5% | +110.8% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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