+3,101.0%
MPC vs CB
+616.8%
+2,484.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.8% |
| 7D | +5.4% | +0.5% | +5.0% | +5.0% |
| 30D | +31.0% | -3.1% | +34.1% | +34.0% |
| 3M | +46.0% | +9.0% | +37.1% | +34.8% |
| 6M | +77.3% | +2.9% | +74.5% | +70.4% |
| YTD | +141.9% | +10.1% | +131.8% | +119.2% |
| 1Y | +120.9% | +22.8% | +98.1% | +81.9% |
| 3Y | +182.7% | +73.8% | +108.9% | +65.4% |
| 5Y | +646.4% | +99.2% | +547.3% | +275.4% |
| 10Y | +1,138.7% | +218.2% | +920.5% | +297.9% |
| All | +3,101.0% | +616.8% | +2,484.2% | +353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling