-35.8%
CBRS vs MPC
+61.4%
-97.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.3% | -7.2% | -5.3% |
| 7D | +15.7% | +3.9% | +11.9% | +14.9% |
| 30D | -11.9% | +33.8% | -45.6% | -18.2% |
| 3M | -16.0% | +49.9% | -65.9% | -23.7% |
| All | -35.8% | +61.4% | -97.2% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · Available span rolling