+101.9%
MPC vs CAI
-2.4%
+104.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.7% |
| 7D | -9.4% | -20.3% | +10.9% | -10.2% |
| 30D | -14.3% | -13.9% | -0.4% | -14.6% |
| 3M | +31.1% | +12.4% | +18.7% | +33.4% |
| 6M | +60.3% | +58.3% | +1.9% | +67.9% |
| YTD | +142.5% | -5.2% | +147.7% | +138.1% |
| All | +101.9% | -2.4% | +104.2% | +98.9% |
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