+445.3%
MP vs CCI
-41.3%
+486.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.2% | +2.0% |
| 7D | -2.9% | -0.4% | -2.4% | -2.8% |
| 30D | +13.8% | +2.7% | +11.1% | +12.6% |
| 3M | -16.7% | -18.2% | +1.5% | -11.2% |
| 6M | -11.5% | -14.8% | +3.3% | -7.9% |
| YTD | +7.9% | -12.6% | +20.5% | +10.2% |
| 1Y | -15.0% | -16.7% | +1.7% | -11.5% |
| 3Y | +153.5% | -10.5% | +164.0% | +150.4% |
| 5Y | +58.7% | -51.4% | +110.1% | +94.1% |
| All | +445.3% | -41.3% | +486.6% | +532.3% |
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