+198.3%
MXL vs GPC
+368.9%
-170.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | +13.4% | +0.4% | +13.0% | +13.2% |
| 30D | -29.2% | -6.3% | -22.9% | -27.0% |
| 3M | -27.2% | -8.2% | -19.1% | -24.5% |
| 6M | -36.4% | +27.1% | -63.5% | -48.7% |
| YTD | +220.0% | +3.1% | +216.9% | +188.4% |
| 1Y | +304.8% | +0.1% | +304.7% | +271.3% |
| 3Y | +238.5% | +0.2% | +238.3% | +187.8% |
| 5Y | -18.8% | +4.9% | -23.6% | -33.9% |
| 10Y | +163.1% | +75.2% | +87.9% | +36.6% |
| All | +198.3% | +368.9% | -170.6% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling