+1,098.3%
MPC vs CF
+494.2%
+604.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.3% |
| 7D | -8.8% | +4.8% | -13.6% | -11.0% |
| 30D | -14.4% | +9.7% | -24.1% | -18.3% |
| 3M | +21.9% | +1.2% | +20.7% | +20.3% |
| 6M | +60.1% | +7.4% | +52.8% | +52.4% |
| YTD | +142.3% | +60.5% | +81.8% | +85.6% |
| 1Y | +101.7% | +50.7% | +51.0% | +59.1% |
| 3Y | +184.8% | +64.8% | +120.0% | +106.4% |
| 5Y | +564.6% | +115.8% | +448.8% | +278.3% |
| 10Y | +1,098.3% | +481.0% | +617.3% | +300.8% |
| All | +1,098.3% | +494.2% | +604.2% | +300.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling