+540.9%
MPC vs CFG
+61.9%
+479.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -2.8% |
| 7D | -12.8% | -2.2% | -10.6% | -12.2% |
| 30D | -12.7% | +0.4% | -13.1% | -13.0% |
| 3M | +27.1% | -12.6% | +39.7% | +32.8% |
| 6M | +45.8% | +0.6% | +45.2% | +44.0% |
| YTD | +134.7% | +12.4% | +122.3% | +121.3% |
| 1Y | +106.0% | +27.7% | +78.4% | +84.8% |
| 3Y | +165.5% | +172.4% | -6.9% | +78.6% |
| 5Y | +540.9% | +64.0% | +477.0% | +392.9% |
| All | +540.9% | +61.9% | +479.1% | +392.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling