+193.6%
MXL vs GPC
-1.9%
+195.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.9% | +8.9% | +6.2% |
| 7D | +15.5% | +0.2% | +15.3% | +15.4% |
| 30D | -11.3% | -0.4% | -10.9% | -11.3% |
| 3M | -16.1% | +39.2% | -55.3% | -22.1% |
| 6M | +323.0% | +18.2% | +304.8% | +309.2% |
| YTD | +281.5% | +12.1% | +269.4% | +270.9% |
| 1Y | +319.3% | -0.7% | +320.0% | +322.7% |
| All | +193.6% | -1.9% | +195.5% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling