-57.6%
CBRS vs MPC
+23.3%
-80.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.2% | +11.0% | +9.7% |
| 7D | -17.9% | -16.2% | -1.7% | -18.9% |
| 30D | -48.8% | -15.7% | -33.0% | -49.5% |
| 3M | -57.6% | +24.9% | -82.5% | -59.4% |
| All | -57.6% | +23.3% | -80.8% | -59.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling