+96.6%
MPC vs CB
+29.6%
+67.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | -16.2% | +0.2% | -16.4% | -16.2% |
| 30D | -15.7% | +9.1% | -24.8% | -16.3% |
| 3M | +24.9% | +3.4% | +21.5% | +24.0% |
| 6M | +52.7% | +14.1% | +38.6% | +51.2% |
| YTD | +131.9% | +18.0% | +113.8% | +122.3% |
| 1Y | +96.6% | +30.1% | +66.5% | +92.8% |
| All | +96.6% | +29.6% | +67.0% | +92.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling