+1,094.5%
MPC vs CG
+304.6%
+789.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.5% |
| 7D | -8.8% | +2.0% | -10.8% | -9.8% |
| 30D | -14.4% | +8.5% | -22.9% | -17.8% |
| 3M | +21.9% | -12.1% | +34.1% | +27.4% |
| 6M | +60.1% | -16.4% | +76.6% | +69.0% |
| YTD | +142.3% | -28.0% | +170.3% | +168.7% |
| 1Y | +101.7% | -18.9% | +120.6% | +110.8% |
| 3Y | +184.8% | +51.2% | +133.5% | +104.2% |
| 5Y | +564.6% | -15.9% | +580.5% | +512.3% |
| All | +1,094.5% | +304.6% | +789.9% | +402.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling