+180.6%
MPC vs CFG
+180.9%
-0.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | +1.5% | +3.9% | +4.9% |
| 30D | +31.0% | -3.8% | +34.8% | +32.6% |
| 3M | +46.0% | +11.5% | +34.5% | +40.3% |
| 6M | +77.3% | +19.2% | +58.1% | +65.3% |
| YTD | +141.9% | +23.7% | +118.2% | +122.3% |
| 1Y | +120.9% | +38.8% | +82.1% | +93.7% |
| All | +180.6% | +180.9% | -0.2% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling