-34.6%
MP vs CPB
-18.4%
-16.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.9% | -11.0% | -3.5% |
| 7D | -12.5% | +13.0% | -25.5% | -9.5% |
| 30D | -23.3% | +20.5% | -43.9% | -19.3% |
| 3M | -24.4% | +2.2% | -26.5% | -23.7% |
| 6M | -45.8% | +15.4% | -61.1% | -43.2% |
| YTD | -28.9% | -12.3% | -16.6% | -31.2% |
| 1Y | -34.6% | -18.0% | -16.6% | -37.0% |
| All | -34.6% | -18.4% | -16.2% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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