+601.0%
MPC vs GPN
-27.3%
+628.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.4% |
| 7D | +11.2% | -5.6% | +16.9% | +12.2% |
| 30D | -14.5% | +13.6% | -28.1% | -17.2% |
| 3M | +16.7% | -2.8% | +19.5% | +16.6% |
| 6M | +67.6% | +38.1% | +29.5% | +53.8% |
| YTD | +157.9% | +19.9% | +138.0% | +142.8% |
| 1Y | +116.7% | +23.4% | +93.2% | +102.0% |
| 3Y | +199.8% | -12.6% | +212.4% | +200.4% |
| All | +601.0% | -27.3% | +628.3% | +603.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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