+1,171.8%
MPC vs CFG
+216.2%
+955.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +11.2% | +3.2% | +8.0% | +9.3% |
| 30D | -14.5% | +5.1% | -19.6% | -17.1% |
| 3M | +16.7% | -11.2% | +27.9% | +24.1% |
| 6M | +67.6% | +9.6% | +58.0% | +56.8% |
| YTD | +157.9% | +15.0% | +143.0% | +132.1% |
| 1Y | +116.7% | +29.9% | +86.8% | +81.1% |
| 3Y | +199.8% | +192.1% | +7.7% | +47.1% |
| 5Y | +604.4% | +62.3% | +542.1% | +366.5% |
| All | +1,171.8% | +216.2% | +955.6% | +431.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling