+97.9%
MPC vs CFG
+27.4%
+70.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -8.8% | +0.7% | -9.5% | -8.9% |
| 30D | -14.4% | +2.8% | -17.2% | -14.6% |
| 3M | +21.9% | -10.1% | +32.0% | +22.9% |
| 6M | +60.1% | +3.2% | +56.9% | +58.8% |
| YTD | +142.3% | +14.2% | +128.1% | +133.5% |
| All | +97.9% | +27.4% | +70.5% | +84.1% |
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