+116.7%
MPC vs CB
+28.5%
+88.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | +11.2% | +2.9% | +8.3% | +11.2% |
| 30D | -14.5% | +7.3% | -21.8% | -14.8% |
| 3M | +16.7% | +9.4% | +7.3% | +15.8% |
| 6M | +67.6% | +19.6% | +47.9% | +65.9% |
| YTD | +157.9% | +21.5% | +136.4% | +146.8% |
| 1Y | +116.7% | +28.0% | +88.7% | +113.3% |
| All | +116.7% | +28.5% | +88.1% | +113.3% |
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