+1,171.8%
MPC vs CAG
-37.3%
+1,209.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +11.2% | -3.3% | +14.6% | +11.9% |
| 30D | -14.5% | +7.7% | -22.2% | -16.0% |
| 3M | +16.7% | -3.2% | +19.9% | +17.0% |
| 6M | +67.6% | +7.0% | +60.6% | +64.2% |
| YTD | +157.9% | -9.0% | +166.9% | +159.9% |
| 1Y | +116.7% | -9.6% | +126.3% | +118.6% |
| 3Y | +199.8% | -36.0% | +235.7% | +221.3% |
| 5Y | +604.4% | -40.9% | +645.3% | +661.6% |
| All | +1,171.8% | -37.3% | +1,209.0% | +1,262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling