+120.9%
MPC vs GPC
+0.2%
+120.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +5.4% | +0.4% | +5.0% | +5.5% |
| 30D | +31.0% | +5.1% | +25.8% | +31.2% |
| 3M | +46.0% | +41.5% | +4.5% | +46.1% |
| 6M | +77.3% | +21.8% | +55.5% | +81.2% |
| YTD | +141.9% | +14.6% | +127.3% | +149.0% |
| 1Y | +120.9% | +1.3% | +119.7% | +129.5% |
| All | +120.9% | +0.2% | +120.7% | +129.5% |
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