+1,079.5%
MPC vs CG
+290.3%
+789.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -0.9% |
| 7D | -16.2% | -1.2% | -15.0% | -16.0% |
| 30D | -15.7% | +5.0% | -20.7% | -18.0% |
| 3M | +24.9% | -18.2% | +43.1% | +34.4% |
| 6M | +52.7% | -20.7% | +73.4% | +64.6% |
| YTD | +131.9% | -31.4% | +163.3% | +162.3% |
| 1Y | +96.6% | -22.3% | +118.9% | +109.1% |
| 3Y | +163.8% | +50.2% | +113.6% | +89.1% |
| 5Y | +533.1% | -22.1% | +555.2% | +506.2% |
| All | +1,079.5% | +290.3% | +789.2% | +417.8% |
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