+3,005.7%
MPC vs CCI
+274.6%
+2,731.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.5% |
| 7D | -12.8% | +2.4% | -15.1% | -13.7% |
| 30D | -12.7% | +33.2% | -45.9% | -21.9% |
| 3M | +27.1% | +25.0% | +2.1% | +16.1% |
| 6M | +45.8% | +4.8% | +41.0% | +41.1% |
| YTD | +134.7% | +6.4% | +128.4% | +123.5% |
| 1Y | +106.0% | +6.5% | +99.6% | +96.0% |
| 3Y | +165.5% | +8.6% | +156.9% | +139.5% |
| 5Y | +540.9% | -35.3% | +576.2% | +613.6% |
| 10Y | +1,133.6% | +58.2% | +1,075.4% | +732.7% |
| All | +3,005.7% | +274.6% | +2,731.1% | +855.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling