+1,120.0%
MPC vs GPC
+80.7%
+1,039.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.3% |
| 7D | +5.4% | +1.2% | +4.2% | +4.8% |
| 30D | +31.0% | +6.0% | +25.0% | +26.9% |
| 3M | +46.0% | +42.6% | +3.4% | +18.6% |
| 6M | +77.3% | +22.8% | +54.6% | +54.7% |
| YTD | +141.9% | +15.5% | +126.5% | +115.5% |
| 1Y | +120.9% | +2.0% | +118.9% | +110.9% |
| 3Y | +182.7% | -1.4% | +184.1% | +159.3% |
| 5Y | +646.4% | +30.6% | +615.8% | +437.8% |
| All | +1,120.0% | +80.7% | +1,039.2% | +591.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling