+1,036.7%
MPC vs GRAB
-71.2%
+1,107.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | -5.3% | +10.7% | +5.7% |
| 30D | +31.0% | -8.6% | +39.5% | +31.5% |
| 3M | +46.0% | -1.2% | +47.2% | +45.9% |
| 6M | +77.3% | -16.6% | +93.9% | +78.6% |
| YTD | +141.9% | -31.5% | +173.4% | +146.2% |
| 1Y | +120.9% | -32.3% | +153.2% | +124.9% |
| 3Y | +182.7% | -10.7% | +193.4% | +182.3% |
| 5Y | +646.4% | -67.9% | +714.3% | +634.2% |
| All | +1,036.7% | -71.2% | +1,107.9% | +1,088.3% |
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