+237.4%
MP vs CPB
-40.5%
+277.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.8% | -6.0% |
| 7D | -19.0% | +11.6% | -30.5% | -18.1% |
| 30D | -30.5% | +23.3% | -53.8% | -29.1% |
| 3M | -29.6% | +1.6% | -31.2% | -29.3% |
| 6M | -50.4% | +13.9% | -64.4% | -49.7% |
| YTD | -33.2% | -11.7% | -21.5% | -33.1% |
| 1Y | -38.6% | -18.2% | -20.4% | -38.6% |
| 3Y | +105.5% | -35.2% | +140.7% | +106.5% |
| 5Y | -7.8% | -30.5% | +22.7% | -3.3% |
| All | +237.4% | -40.5% | +277.9% | +250.0% |
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