+254.1%
MP vs CPB
-41.3%
+295.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +4.8% |
| 7D | -10.5% | +8.0% | -18.5% | -9.8% |
| 30D | -23.5% | +22.4% | -45.9% | -22.1% |
| 3M | -25.4% | +2.5% | -28.0% | -25.1% |
| 6M | -51.3% | +12.2% | -63.5% | -50.6% |
| YTD | -29.9% | -12.8% | -17.1% | -29.9% |
| 1Y | -31.8% | -19.2% | -12.7% | -32.0% |
| 3Y | +127.0% | -35.6% | +162.5% | +127.8% |
| 5Y | -3.3% | -31.4% | +28.2% | +1.3% |
| All | +254.1% | -41.3% | +295.4% | +266.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling