+1,079.5%
MPC vs CFG
+242.7%
+836.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -16.2% | -0.9% | -15.3% | -15.9% |
| 30D | -15.7% | +1.1% | -16.8% | -16.5% |
| 3M | +24.9% | -12.0% | +36.9% | +33.5% |
| 6M | +52.7% | -2.2% | +54.9% | +52.2% |
| YTD | +131.9% | +11.4% | +120.4% | +112.3% |
| 1Y | +96.6% | +27.8% | +68.8% | +65.7% |
| 3Y | +163.8% | +173.3% | -9.5% | +34.7% |
| 5Y | +533.1% | +62.4% | +470.7% | +317.2% |
| All | +1,079.5% | +242.7% | +836.8% | +380.5% |
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