+117.2%
MPC vs CAI
+12.6%
+104.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.1% | -9.2% | -8.0% |
| 7D | -10.9% | -6.3% | -4.6% | -11.4% |
| 30D | -9.4% | +9.3% | -18.7% | -8.6% |
| 3M | +26.0% | +106.3% | -80.4% | +34.1% |
| 6M | +56.5% | +77.7% | -21.2% | +65.4% |
| YTD | +144.3% | +23.1% | +121.1% | +143.1% |
| 1Y | +117.2% | +6.5% | +110.7% | +111.8% |
| All | +117.2% | +12.6% | +104.7% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling