+601.4%
MPC vs CCI
-36.6%
+637.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.4% |
| 7D | +9.4% | -1.4% | +10.8% | +9.5% |
| 30D | -13.4% | +12.7% | -26.2% | -14.4% |
| 3M | +18.9% | +23.0% | -4.1% | +16.5% |
| 6M | +64.9% | +0.6% | +64.3% | +65.0% |
| YTD | +156.8% | +4.9% | +151.9% | +155.0% |
| 1Y | +113.2% | +0.7% | +112.5% | +112.8% |
| 3Y | +201.8% | +10.2% | +191.6% | +189.2% |
| 5Y | +601.4% | -36.4% | +637.8% | +607.4% |
| All | +601.4% | -36.6% | +637.9% | +607.4% |
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