+1,098.3%
MPC vs CCI
+59.7%
+1,038.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | -8.8% | +3.2% | -12.0% | -9.8% |
| 30D | -14.4% | +12.2% | -26.6% | -17.4% |
| 3M | +21.9% | +23.1% | -1.2% | +14.0% |
| 6M | +60.1% | +1.3% | +58.9% | +58.0% |
| YTD | +142.3% | +4.5% | +137.8% | +134.6% |
| 1Y | +101.7% | +2.3% | +99.4% | +96.7% |
| 3Y | +184.8% | +9.8% | +175.0% | +159.7% |
| 5Y | +564.6% | -36.5% | +601.1% | +643.3% |
| 10Y | +1,098.3% | +64.7% | +1,033.7% | +1,021.0% |
| All | +1,098.3% | +59.7% | +1,038.6% | +1,021.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling