-31.8%
MP vs CCI
+4.0%
-35.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +4.7% |
| 7D | -10.5% | -0.1% | -10.4% | -10.4% |
| 30D | -23.5% | +28.4% | -51.9% | -21.6% |
| 3M | -25.4% | +20.0% | -45.4% | -24.2% |
| 6M | -51.3% | +0.8% | -52.0% | -50.4% |
| YTD | -29.9% | +3.6% | -33.5% | -28.7% |
| 1Y | -31.8% | +6.1% | -37.9% | -33.2% |
| All | -31.8% | +4.0% | -35.9% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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 · 6 months rolling