+1,067.5%
MPC vs GRAB
-74.4%
+1,141.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.7% |
| 7D | +3.2% | -13.9% | +17.1% | +3.9% |
| 30D | +25.0% | -17.2% | +42.2% | +26.1% |
| 3M | +55.2% | -7.9% | +63.0% | +55.5% |
| 6M | +86.4% | -23.2% | +109.6% | +88.4% |
| YTD | +148.5% | -39.1% | +187.5% | +154.3% |
| 1Y | +121.7% | -42.5% | +164.2% | +127.6% |
| 3Y | +172.9% | -18.3% | +191.1% | +173.7% |
| 5Y | +679.9% | -71.7% | +751.6% | +671.4% |
| All | +1,067.5% | -74.4% | +1,141.9% | +1,127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 10y: compounded portfolio wealth divided by compounded GRAB 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…
10y analysis · Full analysis span regression · 6 months rolling