+582.3%
MPC vs GRAB
-76.1%
+658.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.4% |
| 7D | +2.6% | -0.9% | +3.5% | +2.6% |
| 30D | -12.2% | +5.7% | -17.9% | -12.5% |
| 3M | +20.1% | -11.0% | +31.0% | +20.7% |
| 6M | +60.6% | -8.8% | +69.4% | +61.0% |
| YTD | +150.6% | -33.3% | +183.8% | +155.9% |
| 1Y | +104.7% | -43.4% | +148.0% | +111.3% |
| 3Y | +194.5% | +1.8% | +192.7% | +192.3% |
| 5Y | +582.3% | -80.5% | +662.8% | +492.3% |
| All | +582.3% | -76.1% | +658.4% | +492.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling