-71.2%
CBRS vs MP
-43.5%
-27.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.9% | +4.8% | +7.4% |
| 7D | -17.9% | -10.5% | -7.3% | -13.4% |
| 30D | -48.8% | -23.5% | -25.2% | -42.8% |
| 3M | -57.6% | -25.4% | -32.1% | -53.3% |
| All | -71.2% | -43.5% | -27.7% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 6mo: compounded portfolio wealth divided by compounded MP 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…
6mo analysis · Full analysis span regression · Available span rolling