+642.2%
MPC vs CG
+10.1%
+632.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +5.4% | -4.3% | +9.8% | +6.6% |
| 30D | +31.0% | -5.1% | +36.1% | +32.5% |
| 3M | +46.0% | +8.7% | +37.4% | +42.0% |
| 6M | +77.3% | -9.2% | +86.5% | +80.0% |
| YTD | +141.9% | -18.9% | +160.8% | +152.4% |
| 1Y | +120.9% | -25.6% | +146.6% | +135.3% |
| 3Y | +182.7% | +57.3% | +125.4% | +133.5% |
| All | +642.2% | +10.1% | +632.1% | +538.9% |
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