+199.8%
MPC vs CCI
+12.1%
+187.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.5% |
| 7D | +11.2% | +2.5% | +8.7% | +11.3% |
| 30D | -14.5% | +14.4% | -28.9% | -14.4% |
| 3M | +16.7% | +21.7% | -5.0% | +17.0% |
| 6M | +67.6% | +4.0% | +63.5% | +68.4% |
| YTD | +157.9% | +6.2% | +151.7% | +158.8% |
| 1Y | +116.7% | +5.4% | +111.3% | +117.4% |
| 3Y | +199.8% | +11.7% | +188.0% | +184.0% |
| All | +199.8% | +12.1% | +187.6% | +184.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling