+1,120.0%
MPC vs CI
+145.0%
+975.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | +5.4% | +1.3% | +4.1% | +4.8% |
| 30D | +31.0% | +4.4% | +26.5% | +28.3% |
| 3M | +46.0% | +0.7% | +45.4% | +44.7% |
| 6M | +77.3% | +0.3% | +77.0% | +74.7% |
| YTD | +141.9% | +3.8% | +138.1% | +134.2% |
| 1Y | +120.9% | -5.5% | +126.4% | +119.3% |
| 3Y | +182.7% | +8.1% | +174.6% | +146.7% |
| 5Y | +646.4% | +42.8% | +603.6% | +433.0% |
| All | +1,120.0% | +145.0% | +975.0% | +607.3% |
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