+549.2%
MPC vs GPC
+7.9%
+541.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +4.1% |
| 7D | -9.4% | +0.8% | -10.2% | -9.6% |
| 30D | -14.3% | -1.1% | -13.2% | -14.2% |
| 3M | +31.1% | -6.6% | +37.7% | +32.8% |
| 6M | +60.3% | +22.2% | +38.0% | +50.3% |
| YTD | +142.5% | +5.1% | +137.5% | +136.0% |
| 1Y | +104.6% | +2.8% | +101.8% | +100.4% |
| 3Y | +191.7% | +2.4% | +189.3% | +174.5% |
| 5Y | +549.2% | +7.8% | +541.4% | +463.8% |
| All | +549.2% | +7.9% | +541.3% | +463.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling