+1,079.5%
MPC vs GPC
+85.6%
+993.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | -16.2% | +1.6% | -17.8% | -17.0% |
| 30D | -15.7% | -2.1% | -13.6% | -15.1% |
| 3M | +24.9% | -6.8% | +31.7% | +28.4% |
| 6M | +52.7% | +18.6% | +34.1% | +35.3% |
| YTD | +131.9% | +2.7% | +129.2% | +118.0% |
| 1Y | +96.6% | +1.8% | +94.9% | +85.5% |
| 3Y | +163.8% | +1.1% | +162.7% | +134.1% |
| 5Y | +533.1% | +4.1% | +529.1% | +424.0% |
| All | +1,079.5% | +85.6% | +993.9% | +533.8% |
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