-31.8%
MP vs CPB
-19.1%
-12.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +4.6% |
| 7D | -10.5% | +8.0% | -18.5% | -8.5% |
| 30D | -23.5% | +22.4% | -45.9% | -19.2% |
| 3M | -25.4% | +2.5% | -28.0% | -24.6% |
| 6M | -51.3% | +12.2% | -63.5% | -49.2% |
| YTD | -29.9% | -12.8% | -17.1% | -32.1% |
| 1Y | -31.8% | -19.2% | -12.7% | -34.6% |
| All | -31.8% | -19.1% | -12.7% | -34.6% |
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