+104.7%
MPC vs GTLB
+3.7%
+100.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +3.3% |
| 7D | +2.6% | -9.6% | +12.2% | +3.4% |
| 30D | -12.2% | -15.5% | +3.3% | -11.1% |
| 3M | +20.1% | +12.4% | +7.7% | +18.5% |
| 6M | +60.6% | +84.6% | -24.0% | +52.0% |
| YTD | +150.6% | +26.1% | +124.5% | +138.5% |
| 1Y | +104.7% | +1.7% | +103.0% | +99.9% |
| All | +104.7% | +3.7% | +100.9% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling