+232.4%
CRM vs MPC
+1,167.6%
-935.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -8.1% | +1.2% | -9.3% | -8.4% |
| 30D | +23.1% | +17.0% | +6.1% | +18.5% |
| 3M | +42.5% | +49.5% | -6.9% | +29.2% |
| 6M | +25.3% | +83.5% | -58.2% | +7.9% |
| YTD | -7.8% | +144.1% | -151.9% | -26.2% |
| 1Y | +1.0% | +119.6% | -118.6% | -17.4% |
| 3Y | +10.0% | +168.1% | -158.1% | -16.0% |
| 5Y | -3.9% | +671.3% | -675.2% | -44.0% |
| All | +232.4% | +1,167.6% | -935.2% | +77.3% |
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