+2,906.3%
MPC vs CG
+295.0%
+2,611.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +4.0% |
| 7D | +2.6% | -3.8% | +6.4% | +4.2% |
| 30D | -12.2% | +7.5% | -19.7% | -15.3% |
| 3M | +20.1% | -14.4% | +34.4% | +26.5% |
| 6M | +60.6% | -15.7% | +76.3% | +68.5% |
| YTD | +150.6% | -29.0% | +179.5% | +178.3% |
| 1Y | +104.7% | -22.1% | +126.8% | +117.4% |
| 3Y | +194.5% | +49.1% | +145.3% | +118.6% |
| 5Y | +582.3% | -18.4% | +600.7% | +535.0% |
| 10Y | +1,135.3% | +295.1% | +840.2% | +443.3% |
| All | +2,906.3% | +295.0% | +2,611.4% | +1,113.0% |
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 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