+540.9%
MPC vs CF
+125.5%
+415.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.2% | -10.1% | -6.1% |
| 7D | -12.8% | +0.4% | -13.2% | -12.9% |
| 30D | -12.7% | +2.2% | -14.9% | -13.5% |
| 3M | +27.1% | +2.1% | +25.0% | +25.6% |
| 6M | +45.8% | -6.5% | +52.3% | +48.1% |
| YTD | +134.7% | +55.6% | +79.1% | +96.8% |
| 1Y | +106.0% | +42.3% | +63.8% | +78.0% |
| 3Y | +165.5% | +55.7% | +109.8% | +117.2% |
| 5Y | +540.9% | +122.4% | +418.5% | +356.5% |
| All | +540.9% | +125.5% | +415.4% | +356.5% |
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