+1,106.2%
MPC vs CB
+246.2%
+860.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.9% |
| 7D | -9.4% | -1.5% | -7.9% | -8.5% |
| 30D | -14.3% | +6.5% | -20.8% | -18.6% |
| 3M | +31.1% | +4.1% | +27.0% | +26.6% |
| 6M | +60.3% | +14.4% | +45.9% | +42.6% |
| YTD | +142.5% | +17.5% | +125.0% | +109.6% |
| 1Y | +104.6% | +27.5% | +77.0% | +65.4% |
| 3Y | +191.7% | +71.6% | +120.1% | +76.6% |
| 5Y | +549.2% | +100.6% | +448.6% | +232.7% |
| 10Y | +1,106.2% | +243.0% | +863.2% | +293.1% |
| All | +1,106.2% | +246.2% | +860.0% | +293.1% |
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