+3,005.7%
MPC vs CB
+682.1%
+2,323.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.4% |
| 7D | -12.8% | +2.6% | -15.3% | -14.7% |
| 30D | -12.7% | +11.2% | -23.9% | -20.0% |
| 3M | +27.1% | +5.7% | +21.3% | +21.0% |
| 6M | +45.8% | +15.9% | +29.9% | +27.7% |
| YTD | +134.7% | +20.2% | +114.6% | +97.9% |
| 1Y | +106.0% | +32.4% | +73.7% | +60.0% |
| 3Y | +165.5% | +75.5% | +90.0% | +55.4% |
| 5Y | +540.9% | +105.5% | +435.4% | +216.7% |
| 10Y | +1,133.6% | +258.5% | +875.1% | +258.6% |
| All | +3,005.7% | +682.1% | +2,323.5% | +309.8% |
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 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