+180.6%
MPC vs CB
+74.5%
+106.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | +5.4% | +0.5% | +5.0% | +5.3% |
| 30D | +31.0% | -3.1% | +34.1% | +31.8% |
| 3M | +46.0% | +9.0% | +37.1% | +42.6% |
| 6M | +77.3% | +2.9% | +74.5% | +75.5% |
| YTD | +141.9% | +10.1% | +131.8% | +134.3% |
| 1Y | +120.9% | +22.8% | +98.1% | +107.1% |
| All | +180.6% | +74.5% | +106.2% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling