+127.6%
MPC vs CAI
-6.6%
+134.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.4% |
| 7D | -16.2% | -26.5% | +10.3% | -17.6% |
| 30D | -15.7% | -6.9% | -8.8% | -15.6% |
| 3M | +24.9% | +26.1% | -1.3% | +28.3% |
| 6M | +52.7% | +31.9% | +20.8% | +58.1% |
| YTD | +131.9% | -6.5% | +138.3% | +132.8% |
| 1Y | +96.6% | +2.5% | +94.1% | +99.2% |
| All | +127.6% | -6.6% | +134.2% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling