+540.9%
MPC vs GPC
+6.4%
+534.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.4% | -3.6% |
| 7D | -12.8% | +1.7% | -14.4% | -13.1% |
| 30D | -12.7% | -2.3% | -10.4% | -12.4% |
| 3M | +27.1% | -4.5% | +31.6% | +28.0% |
| 6M | +45.8% | +21.6% | +24.2% | +36.9% |
| YTD | +134.7% | +4.0% | +130.7% | +128.8% |
| 1Y | +106.0% | +3.5% | +102.5% | +101.1% |
| 3Y | +165.5% | +2.1% | +163.4% | +149.5% |
| 5Y | +540.9% | +5.5% | +535.4% | +465.2% |
| All | +540.9% | +6.4% | +534.5% | +465.2% |
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