+117.2%
MPC vs CFG
+34.2%
+83.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.5% | -8.2% |
| 7D | -10.9% | +1.8% | -12.7% | -10.9% |
| 30D | -9.4% | +3.3% | -12.7% | -9.5% |
| 3M | +26.0% | -9.8% | +35.8% | +27.0% |
| 6M | +56.5% | +5.2% | +51.3% | +55.2% |
| YTD | +144.3% | +16.1% | +128.2% | +136.7% |
| 1Y | +117.2% | +33.7% | +83.6% | +103.2% |
| All | +117.2% | +34.2% | +83.0% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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