+1,106.7%
MPC vs GRAB
-72.8%
+1,179.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +2.6% |
| 7D | +9.4% | -6.9% | +16.3% | +9.7% |
| 30D | -13.4% | +8.7% | -22.2% | -13.8% |
| 3M | +18.9% | -10.2% | +29.1% | +19.3% |
| 6M | +64.9% | -11.0% | +75.9% | +65.4% |
| YTD | +156.8% | -35.1% | +191.9% | +161.8% |
| 1Y | +113.2% | -44.0% | +157.2% | +119.2% |
| 3Y | +201.8% | -0.9% | +202.7% | +200.1% |
| 5Y | +601.4% | -80.2% | +681.6% | +596.7% |
| All | +1,106.7% | -72.8% | +1,179.4% | +1,163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling