+3,101.0%
MPC vs GPC
+310.0%
+2,791.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.3% |
| 7D | +5.4% | +1.2% | +4.2% | +4.7% |
| 30D | +31.0% | +6.0% | +25.0% | +26.5% |
| 3M | +46.0% | +42.6% | +3.4% | +16.4% |
| 6M | +77.3% | +22.8% | +54.6% | +52.6% |
| YTD | +141.9% | +15.5% | +126.5% | +112.8% |
| 1Y | +120.9% | +2.0% | +118.9% | +109.1% |
| 3Y | +182.7% | -1.4% | +184.1% | +156.0% |
| 5Y | +646.4% | +30.6% | +615.8% | +430.5% |
| 10Y | +1,138.7% | +80.6% | +1,058.1% | +584.3% |
| All | +3,101.0% | +310.0% | +2,791.0% | +659.4% |
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