+642.2%
MPC vs CCI
-51.4%
+693.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +5.4% | -0.4% | +5.8% | +5.5% |
| 30D | +31.0% | +2.7% | +28.3% | +30.6% |
| 3M | +46.0% | -18.2% | +64.2% | +49.0% |
| 6M | +77.3% | -14.8% | +92.1% | +79.9% |
| YTD | +141.9% | -12.6% | +154.5% | +144.3% |
| 1Y | +120.9% | -16.7% | +137.7% | +124.3% |
| 3Y | +182.7% | -10.5% | +193.2% | +177.0% |
| All | +642.2% | -51.4% | +693.6% | +677.0% |
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 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