+534.5%
MPC vs CAG
-39.4%
+573.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | -16.2% | +5.8% | -22.0% | -16.7% |
| 30D | -15.7% | +16.4% | -32.1% | -17.2% |
| 3M | +24.9% | +3.8% | +21.1% | +24.3% |
| 6M | +52.7% | +10.8% | +41.8% | +50.4% |
| YTD | +131.9% | -5.8% | +137.7% | +132.5% |
| 1Y | +96.6% | -2.4% | +99.0% | +96.2% |
| 3Y | +163.8% | -33.4% | +197.2% | +174.7% |
| All | +534.5% | -39.4% | +573.9% | +563.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling