-6.1%
MP vs CCI
-36.7%
+30.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.1% | +2.7% |
| 7D | -3.6% | +3.2% | -6.8% | -4.8% |
| 30D | -21.0% | +12.2% | -33.2% | -24.3% |
| 3M | -33.3% | +23.1% | -56.4% | -38.5% |
| 6M | -45.9% | +1.3% | -47.2% | -46.9% |
| YTD | -27.8% | +4.5% | -32.3% | -31.1% |
| 1Y | -43.2% | +2.3% | -45.5% | -45.1% |
| 3Y | +144.0% | +9.8% | +134.2% | +118.6% |
| 5Y | -6.1% | -36.5% | +30.4% | +9.6% |
| All | -6.1% | -36.7% | +30.6% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling