+191.7%
MPC vs GPC
+2.3%
+189.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +4.3% |
| 7D | -9.4% | +0.8% | -10.2% | -9.5% |
| 30D | -14.3% | -1.1% | -13.2% | -14.2% |
| 3M | +31.1% | -6.6% | +37.7% | +32.1% |
| 6M | +60.3% | +22.2% | +38.0% | +53.9% |
| YTD | +142.5% | +5.1% | +137.5% | +139.7% |
| 1Y | +104.6% | +2.8% | +101.8% | +103.3% |
| 3Y | +191.7% | +2.4% | +189.3% | +178.6% |
| All | +191.7% | +2.3% | +189.4% | +178.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling