+117.2%
MPC vs CF
+35.9%
+81.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.4% | -3.7% | -6.4% |
| 7D | -10.9% | -6.9% | -4.0% | -8.4% |
| 30D | -9.4% | -3.7% | -5.7% | -8.0% |
| 3M | +26.0% | -5.0% | +30.9% | +28.0% |
| 6M | +56.5% | -10.5% | +67.0% | +61.9% |
| YTD | +144.3% | +46.5% | +97.7% | +113.3% |
| 1Y | +117.2% | +34.8% | +82.4% | +94.8% |
| All | +117.2% | +35.9% | +81.3% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling