+534.5%
MPC vs CG
-22.2%
+556.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | -16.2% | -1.2% | -15.0% | -16.1% |
| 30D | -15.7% | +5.0% | -20.7% | -17.0% |
| 3M | +24.9% | -18.2% | +43.1% | +30.6% |
| 6M | +52.7% | -20.7% | +73.4% | +60.1% |
| YTD | +131.9% | -31.4% | +163.3% | +151.1% |
| 1Y | +96.6% | -22.3% | +118.9% | +104.7% |
| 3Y | +163.8% | +50.2% | +113.6% | +119.9% |
| All | +534.5% | -22.2% | +556.6% | +524.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling