+117.2%
MPC vs CG
-14.1%
+131.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.5% | -12.6% | -7.9% |
| 7D | -10.9% | +9.4% | -20.4% | -10.6% |
| 30D | -9.4% | +8.7% | -18.1% | -9.0% |
| 3M | +26.0% | -15.0% | +40.9% | +26.6% |
| 6M | +56.5% | -13.2% | +69.7% | +58.5% |
| YTD | +144.3% | -26.2% | +170.4% | +148.3% |
| 1Y | +117.2% | -14.1% | +131.3% | +107.5% |
| All | +117.2% | -14.1% | +131.3% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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