+287.6%
MP vs CPB
-41.5%
+329.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +3.8% |
| 7D | +9.5% | -1.6% | +11.0% | +9.3% |
| 30D | -3.0% | +19.2% | -22.2% | -1.4% |
| 3M | -30.4% | -0.9% | -29.4% | -30.2% |
| 6M | -39.2% | +15.2% | -54.4% | -38.3% |
| YTD | -23.3% | -13.1% | -10.2% | -23.3% |
| 1Y | -32.6% | -22.4% | -10.2% | -32.8% |
| 3Y | +159.3% | -35.3% | +194.6% | +160.1% |
| 5Y | -16.4% | -33.0% | +16.5% | -12.7% |
| All | +287.6% | -41.5% | +329.1% | +301.4% |
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