+120.9%
MPC vs CAI
-31.3%
+152.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.2% |
| 7D | +5.4% | -2.2% | +7.6% | +5.3% |
| 30D | +31.0% | +52.4% | -21.4% | +35.9% |
| 3M | +46.0% | +45.1% | +0.9% | +51.3% |
| 6M | +77.3% | +26.2% | +51.1% | +82.4% |
| YTD | +141.9% | -7.1% | +149.0% | +137.2% |
| 1Y | +120.9% | -31.0% | +151.9% | +108.1% |
| All | +120.9% | -31.3% | +152.2% | +108.1% |
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