+2,715.9%
MPC vs CG
+283.8%
+2,432.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.6% | -1.3% |
| 7D | -12.8% | -1.5% | -11.3% | -12.5% |
| 30D | -12.7% | +2.8% | -15.5% | -14.3% |
| 3M | +27.1% | -19.2% | +46.3% | +37.2% |
| 6M | +45.8% | -21.0% | +66.7% | +57.2% |
| YTD | +134.7% | -31.0% | +165.7% | +163.8% |
| 1Y | +106.0% | -21.1% | +127.1% | +117.5% |
| 3Y | +165.5% | +48.8% | +116.7% | +96.9% |
| 5Y | +540.9% | -21.5% | +562.4% | +507.2% |
| 10Y | +1,133.6% | +298.1% | +835.5% | +441.4% |
| All | +2,715.9% | +283.8% | +2,432.1% | +1,049.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling