+1,166.2%
MPC vs CB
+246.5%
+919.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.2% |
| 7D | +9.4% | 0.0% | +9.4% | +9.4% |
| 30D | -13.4% | +7.4% | -20.8% | -18.2% |
| 3M | +18.9% | +8.6% | +10.3% | +11.3% |
| 6M | +64.9% | +16.1% | +48.8% | +45.2% |
| YTD | +156.8% | +20.2% | +136.6% | +118.2% |
| 1Y | +113.2% | +27.2% | +86.0% | +72.9% |
| 3Y | +201.8% | +72.7% | +129.1% | +82.2% |
| 5Y | +601.4% | +105.9% | +495.4% | +252.2% |
| All | +1,166.2% | +246.5% | +919.7% | +307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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