+1,116.6%
MPC vs CCI
+18.0%
+1,098.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | +5.4% | -0.4% | +5.8% | +5.5% |
| 30D | +31.0% | +2.7% | +28.3% | +29.8% |
| 3M | +46.0% | -18.2% | +64.2% | +54.4% |
| 6M | +77.3% | -14.8% | +92.1% | +84.2% |
| YTD | +141.9% | -12.6% | +154.5% | +148.1% |
| 1Y | +120.9% | -16.7% | +137.7% | +129.8% |
| 3Y | +182.7% | -10.5% | +193.2% | +175.3% |
| 5Y | +646.4% | -51.4% | +697.9% | +821.2% |
| All | +1,116.6% | +18.0% | +1,098.6% | +1,101.5% |
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