+118.2%
MPC vs GPC
+2.9%
+115.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.4% |
| 7D | +5.4% | +1.2% | +4.2% | +5.5% |
| 30D | +31.0% | +6.0% | +25.0% | +31.3% |
| 3M | +46.0% | +42.6% | +3.4% | +46.1% |
| 6M | +77.3% | +22.8% | +54.6% | +81.3% |
| YTD | +141.9% | +15.5% | +126.5% | +149.0% |
| All | +118.2% | +2.9% | +115.3% | +126.8% |
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 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