+106.0%
MPC vs CF
+42.3%
+63.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.2% | -10.1% | -6.2% |
| 7D | -12.8% | +0.4% | -13.2% | -12.9% |
| 30D | -12.7% | +2.2% | -14.9% | -13.4% |
| 3M | +27.1% | +2.1% | +25.0% | +25.5% |
| 6M | +45.8% | -6.5% | +52.3% | +48.2% |
| YTD | +134.7% | +55.6% | +79.1% | +100.3% |
| 1Y | +106.0% | +42.3% | +63.8% | +80.7% |
| All | +106.0% | +42.3% | +63.8% | +80.7% |
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