+534.5%
MPC vs CCI
-37.1%
+571.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.0% |
| 7D | -16.2% | -0.1% | -16.1% | -16.2% |
| 30D | -15.7% | +28.4% | -44.1% | -17.7% |
| 3M | +24.9% | +20.0% | +4.9% | +22.7% |
| 6M | +52.7% | +0.8% | +51.9% | +52.7% |
| YTD | +131.9% | +3.6% | +128.3% | +130.4% |
| 1Y | +96.6% | +6.1% | +90.5% | +94.9% |
| 3Y | +163.8% | +7.2% | +156.6% | +153.8% |
| All | +534.5% | -37.1% | +571.6% | +525.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling