+3,106.3%
MPC vs CAG
+35.0%
+3,071.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -8.8% | +6.6% | -15.5% | -10.4% |
| 30D | -14.4% | +13.9% | -28.3% | -17.4% |
| 3M | +21.9% | +4.0% | +17.9% | +20.2% |
| 6M | +60.1% | +10.0% | +50.1% | +54.9% |
| YTD | +142.3% | -6.1% | +148.4% | +142.7% |
| 1Y | +101.7% | -4.3% | +106.0% | +100.9% |
| 3Y | +184.8% | -34.6% | +219.3% | +209.0% |
| 5Y | +564.6% | -39.4% | +604.0% | +627.7% |
| 10Y | +1,098.3% | -34.2% | +1,132.5% | +1,112.7% |
| All | +3,106.3% | +35.0% | +3,071.4% | +1,988.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling