+1,171.8%
MPC vs CG
+278.5%
+893.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | +11.2% | +0.2% | +11.1% | +11.0% |
| 30D | -14.5% | +11.2% | -25.7% | -18.8% |
| 3M | +16.7% | -22.1% | +38.8% | +28.2% |
| 6M | +67.6% | -17.9% | +85.5% | +77.9% |
| YTD | +157.9% | -31.3% | +189.2% | +191.3% |
| 1Y | +116.7% | -24.0% | +140.6% | +132.7% |
| 3Y | +199.8% | +45.0% | +154.8% | +118.4% |
| 5Y | +604.4% | -22.6% | +627.1% | +577.2% |
| All | +1,171.8% | +278.5% | +893.3% | +446.5% |
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 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