+3,005.7%
MPC vs GPC
+269.5%
+2,736.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.4% | -3.1% |
| 7D | -12.8% | +1.7% | -14.4% | -13.7% |
| 30D | -12.7% | -2.3% | -10.4% | -12.0% |
| 3M | +27.1% | -4.5% | +31.6% | +29.2% |
| 6M | +45.8% | +21.6% | +24.2% | +25.9% |
| YTD | +134.7% | +4.0% | +130.7% | +117.4% |
| 1Y | +106.0% | +3.5% | +102.5% | +91.2% |
| 3Y | +165.5% | +2.1% | +163.4% | +132.1% |
| 5Y | +540.9% | +5.5% | +535.4% | +422.4% |
| 10Y | +1,133.6% | +90.7% | +1,042.9% | +537.7% |
| All | +3,005.7% | +269.5% | +2,736.2% | +675.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling