+180.6%
MPC vs CAG
-36.5%
+217.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +5.4% | -3.8% | +9.2% | +5.8% |
| 30D | +31.0% | +3.1% | +27.8% | +30.6% |
| 3M | +46.0% | +23.5% | +22.6% | +43.3% |
| 6M | +77.3% | -14.8% | +92.2% | +79.2% |
| YTD | +141.9% | -5.4% | +147.3% | +142.0% |
| 1Y | +120.9% | -11.8% | +132.7% | +122.3% |
| All | +180.6% | -36.5% | +217.1% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling