+1,172.2%
MPC vs CFG
+351.2%
+821.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -2.2% |
| 7D | -12.8% | -2.2% | -10.6% | -11.9% |
| 30D | -12.7% | +0.4% | -13.1% | -13.2% |
| 3M | +27.1% | -12.6% | +39.7% | +36.2% |
| 6M | +45.8% | +0.6% | +45.2% | +43.0% |
| YTD | +134.7% | +12.4% | +122.3% | +114.0% |
| 1Y | +106.0% | +27.7% | +78.4% | +74.1% |
| 3Y | +165.5% | +172.4% | -6.9% | +37.3% |
| 5Y | +540.9% | +64.0% | +477.0% | +322.1% |
| 10Y | +1,133.6% | +252.8% | +880.8% | +361.1% |
| All | +1,172.2% | +351.2% | +821.0% | +315.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling