+540.9%
MPC vs CB
+107.2%
+433.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.6% |
| 7D | -12.8% | +2.6% | -15.3% | -13.8% |
| 30D | -12.7% | +11.2% | -23.9% | -16.7% |
| 3M | +27.1% | +5.7% | +21.3% | +23.8% |
| 6M | +45.8% | +15.9% | +29.9% | +35.7% |
| YTD | +134.7% | +20.2% | +114.6% | +113.7% |
| 1Y | +106.0% | +32.4% | +73.7% | +78.6% |
| 3Y | +165.5% | +75.5% | +90.0% | +90.6% |
| 5Y | +540.9% | +105.5% | +435.4% | +302.7% |
| All | +540.9% | +107.2% | +433.7% | +302.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling