+552.0%
MPC vs GTLB
-47.1%
+599.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | +5.4% | +11.1% | -5.6% | +4.6% |
| 30D | +31.0% | +37.8% | -6.8% | +27.7% |
| 3M | +46.0% | +61.6% | -15.5% | +40.5% |
| 6M | +77.3% | +98.9% | -21.6% | +67.4% |
| YTD | +141.9% | +32.8% | +109.1% | +134.5% |
| 1Y | +120.9% | +14.7% | +106.3% | +116.0% |
| 3Y | +182.7% | +1.3% | +181.3% | +173.9% |
| All | +552.0% | -47.1% | +599.1% | +506.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling