+445.3%
MP vs CPB
-45.7%
+491.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.1% |
| 7D | -2.9% | -8.6% | +5.7% | -3.6% |
| 30D | +13.8% | -7.2% | +21.1% | +13.1% |
| 3M | -16.7% | +0.9% | -17.6% | -16.5% |
| 6M | -11.5% | -11.8% | +0.3% | -12.0% |
| YTD | +7.9% | -19.4% | +27.3% | +7.0% |
| 1Y | -15.0% | -30.4% | +15.3% | -16.1% |
| 3Y | +153.5% | -40.2% | +193.7% | +152.2% |
| 5Y | +58.7% | -39.5% | +98.2% | +63.9% |
| All | +445.3% | -45.7% | +491.0% | +459.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling