+153.3%
MP vs CPB
-40.0%
+193.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +0.9% |
| 7D | -2.9% | -8.6% | +5.7% | -4.0% |
| 30D | +13.8% | -7.2% | +21.1% | +12.7% |
| 3M | -16.7% | +0.9% | -17.6% | -16.4% |
| 6M | -11.5% | -11.8% | +0.3% | -12.3% |
| YTD | +7.9% | -19.4% | +27.3% | +6.3% |
| 1Y | -15.0% | -30.4% | +15.3% | -16.8% |
| All | +153.3% | -40.0% | +193.3% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling