+1,135.3%
MPC vs CAG
-35.6%
+1,170.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +3.8% |
| 7D | +2.6% | -1.8% | +4.3% | +2.9% |
| 30D | -12.2% | +9.7% | -21.9% | -14.0% |
| 3M | +20.1% | +0.5% | +19.6% | +19.5% |
| 6M | +60.6% | +8.9% | +51.7% | +56.8% |
| YTD | +150.6% | -8.4% | +158.9% | +152.2% |
| 1Y | +104.7% | -8.3% | +113.0% | +105.9% |
| 3Y | +194.5% | -36.1% | +230.6% | +216.0% |
| 5Y | +582.3% | -40.1% | +622.4% | +635.9% |
| 10Y | +1,135.3% | -36.9% | +1,172.2% | +1,234.0% |
| All | +1,135.3% | -35.6% | +1,170.8% | +1,234.0% |
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