+237.4%
MP vs CCI
-28.6%
+266.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.7% |
| 7D | -19.0% | +2.4% | -21.4% | -19.6% |
| 30D | -30.5% | +33.2% | -63.7% | -36.9% |
| 3M | -29.6% | +25.0% | -54.5% | -34.8% |
| 6M | -50.4% | +4.8% | -55.2% | -51.8% |
| YTD | -33.2% | +6.4% | -39.6% | -36.3% |
| 1Y | -38.6% | +6.5% | -45.0% | -41.2% |
| 3Y | +105.5% | +8.6% | +96.9% | +90.2% |
| 5Y | -7.8% | -35.3% | +27.5% | +4.5% |
| All | +237.4% | -28.6% | +266.0% | +265.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling