+96.6%
MPC vs CFG
+27.1%
+69.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -16.2% | -0.9% | -15.3% | -16.1% |
| 30D | -15.7% | +1.1% | -16.8% | -15.8% |
| 3M | +24.9% | -12.0% | +36.9% | +26.1% |
| 6M | +52.7% | -2.2% | +54.9% | +52.5% |
| YTD | +131.9% | +11.4% | +120.4% | +123.8% |
| 1Y | +96.6% | +27.8% | +68.8% | +81.0% |
| All | +96.6% | +27.1% | +69.5% | +81.0% |
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