+1,166.2%
MPC vs CG
+274.5%
+891.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +4.3% |
| 7D | +9.4% | -1.5% | +10.9% | +10.0% |
| 30D | -13.4% | +5.7% | -19.1% | -16.1% |
| 3M | +18.9% | -17.9% | +36.7% | +27.6% |
| 6M | +64.9% | -20.2% | +85.1% | +77.3% |
| YTD | +156.8% | -32.0% | +188.8% | +191.3% |
| 1Y | +113.2% | -27.0% | +140.2% | +133.2% |
| 3Y | +201.8% | +42.8% | +159.0% | +121.4% |
| 5Y | +601.4% | -23.4% | +624.8% | +577.2% |
| All | +1,166.2% | +274.5% | +891.7% | +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