+323.6%
CMG vs MPC
+1,138.6%
-815.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.4% |
| 7D | -1.5% | +3.9% | -5.3% | -2.2% |
| 30D | +12.7% | +33.8% | -21.0% | +6.5% |
| 3M | +26.3% | +49.9% | -23.6% | +16.4% |
| 6M | +4.5% | +80.9% | -76.4% | -7.8% |
| YTD | -0.1% | +147.4% | -147.5% | -17.5% |
| 1Y | -6.8% | +123.2% | -130.0% | -21.6% |
| 3Y | -5.0% | +171.7% | -176.7% | -24.7% |
| 5Y | -3.0% | +678.6% | -681.6% | -39.7% |
| 10Y | +323.6% | +1,134.0% | -810.5% | +125.3% |
| All | +323.6% | +1,138.6% | -815.0% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling