+96.6%
MPC vs GPC
+2.6%
+94.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.3% |
| 7D | -16.2% | +1.6% | -17.8% | -16.1% |
| 30D | -15.7% | -2.1% | -13.6% | -15.7% |
| 3M | +24.9% | -6.8% | +31.7% | +24.5% |
| 6M | +52.7% | +18.6% | +34.1% | +53.5% |
| YTD | +131.9% | +2.7% | +129.2% | +134.7% |
| 1Y | +96.6% | +1.8% | +94.9% | +100.1% |
| All | +96.6% | +2.6% | +94.0% | +100.1% |
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 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