+1,171.8%
MPC vs CI
+146.2%
+1,025.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +11.2% | +1.2% | +10.1% | +10.6% |
| 30D | -14.5% | +2.6% | -17.1% | -15.7% |
| 3M | +16.7% | +7.4% | +9.2% | +12.4% |
| 6M | +67.6% | -0.1% | +67.7% | +65.6% |
| YTD | +157.9% | +9.7% | +148.2% | +142.4% |
| 1Y | +116.7% | +12.1% | +104.5% | +101.2% |
| 3Y | +199.8% | +7.0% | +192.7% | +163.9% |
| 5Y | +604.4% | +49.7% | +554.7% | +390.7% |
| All | +1,171.8% | +146.2% | +1,025.6% | +677.5% |
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