+601.0%
MPC vs GTLB
-62.5%
+663.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.4% |
| 7D | +11.2% | -0.7% | +12.0% | +11.3% |
| 30D | -14.5% | -10.2% | -4.3% | -13.8% |
| 3M | +16.7% | +10.1% | +6.6% | +15.5% |
| 6M | +67.6% | +116.5% | -48.9% | +57.2% |
| YTD | +157.9% | +27.2% | +130.7% | +150.3% |
| 1Y | +116.7% | +8.6% | +108.1% | +112.6% |
| 3Y | +199.8% | +5.6% | +194.2% | +189.6% |
| All | +601.0% | -62.5% | +663.5% | +550.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling