+642.2%
MPC vs CF
+227.0%
+415.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.5% |
| 7D | +5.4% | +6.0% | -0.6% | +3.2% |
| 30D | +31.0% | +14.8% | +16.1% | +24.3% |
| 3M | +46.0% | +14.1% | +32.0% | +38.5% |
| 6M | +77.3% | +28.5% | +48.8% | +59.5% |
| YTD | +141.9% | +74.9% | +67.0% | +94.4% |
| 1Y | +120.9% | +61.7% | +59.2% | +81.9% |
| 3Y | +182.7% | +80.3% | +102.4% | +118.3% |
| All | +642.2% | +227.0% | +415.2% | +328.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling