+142.9%
MPC vs CAI
-8.1%
+151.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.2% |
| 7D | +3.9% | +0.2% | +3.7% | +3.9% |
| 30D | +33.8% | +9.1% | +24.6% | +34.8% |
| 3M | +49.9% | +53.8% | -3.9% | +55.4% |
| 6M | +80.9% | +33.5% | +47.4% | +86.5% |
| YTD | +147.4% | -8.0% | +155.4% | +146.2% |
| 1Y | +123.2% | -28.7% | +151.9% | +119.8% |
| All | +142.9% | -8.1% | +151.0% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling