+58.1%
MP vs CPB
-39.5%
+97.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.2% |
| 7D | -2.9% | -8.6% | +5.7% | -3.4% |
| 30D | +13.8% | -7.2% | +21.1% | +13.2% |
| 3M | -16.7% | +0.9% | -17.6% | -16.6% |
| 6M | -11.5% | -11.8% | +0.3% | -11.8% |
| YTD | +7.9% | -19.4% | +27.3% | +7.4% |
| 1Y | -15.0% | -30.4% | +15.3% | -15.4% |
| 3Y | +153.5% | -40.2% | +193.7% | +154.6% |
| All | +58.1% | -39.5% | +97.6% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling