+1,079.5%
MPC vs CI
+166.5%
+912.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.1% |
| 7D | -16.2% | -1.6% | -14.6% | -15.7% |
| 30D | -15.7% | +5.4% | -21.1% | -17.9% |
| 3M | +24.9% | +7.3% | +17.6% | +20.3% |
| 6M | +52.7% | +5.3% | +47.3% | +47.2% |
| YTD | +131.9% | +8.5% | +123.4% | +119.1% |
| 1Y | +96.6% | +17.1% | +79.5% | +78.8% |
| 3Y | +163.8% | +1.4% | +162.4% | +139.3% |
| 5Y | +533.1% | +50.5% | +482.6% | +338.8% |
| All | +1,079.5% | +166.5% | +912.9% | +605.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling