+1,166.2%
MPC vs GPC
+74.2%
+1,092.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | +9.4% | -1.3% | +10.7% | +10.1% |
| 30D | -13.4% | -6.0% | -7.4% | -11.0% |
| 3M | +18.9% | -7.6% | +26.5% | +22.9% |
| 6M | +64.9% | +24.2% | +40.7% | +42.6% |
| YTD | +156.8% | +2.7% | +154.1% | +141.4% |
| 1Y | +113.2% | +0.2% | +113.0% | +103.1% |
| 3Y | +201.8% | -0.8% | +202.6% | +171.2% |
| 5Y | +601.4% | +4.4% | +596.9% | +478.8% |
| All | +1,166.2% | +74.2% | +1,092.1% | +626.0% |
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