+267.3%
MP vs CPB
-42.7%
+310.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +0.6% |
| 7D | +2.3% | -4.1% | +6.4% | +1.9% |
| 30D | -15.3% | +16.9% | -32.2% | -14.0% |
| 3M | -33.5% | -0.6% | -33.0% | -33.4% |
| 6M | -45.5% | +11.4% | -56.9% | -44.9% |
| YTD | -27.3% | -14.8% | -12.5% | -27.4% |
| 1Y | -40.7% | -24.8% | -15.9% | -41.0% |
| 3Y | +145.9% | -36.6% | +182.5% | +146.2% |
| 5Y | -13.9% | -33.3% | +19.4% | -10.0% |
| All | +267.3% | -42.7% | +310.0% | +279.7% |
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