+123.2%
MPC vs GTLB
+2.8%
+120.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.4% | +7.7% | +2.7% |
| 7D | +3.9% | +4.6% | -0.7% | +3.4% |
| 30D | +33.8% | +21.0% | +12.8% | +31.5% |
| 3M | +49.9% | +51.7% | -1.9% | +44.9% |
| 6M | +80.9% | +89.3% | -8.3% | +71.0% |
| YTD | +147.4% | +25.6% | +121.8% | +137.8% |
| 1Y | +123.2% | -1.5% | +124.7% | +124.2% |
| All | +123.2% | +2.8% | +120.4% | +124.2% |
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