+184.8%
MPC vs CG
+51.3%
+133.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.2% |
| 7D | -8.8% | +2.0% | -10.8% | -9.3% |
| 30D | -14.4% | +8.5% | -22.9% | -16.1% |
| 3M | +21.9% | -12.1% | +34.1% | +25.1% |
| 6M | +60.1% | -16.4% | +76.6% | +65.8% |
| YTD | +142.3% | -28.0% | +170.3% | +159.6% |
| 1Y | +101.7% | -18.9% | +120.6% | +107.4% |
| 3Y | +184.8% | +51.2% | +133.5% | +128.0% |
| All | +184.8% | +51.3% | +133.5% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling