+104.7%
MPC vs CI
+18.5%
+86.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.4% |
| 7D | +2.6% | -1.3% | +3.9% | +2.6% |
| 30D | -12.2% | +6.4% | -18.6% | -12.3% |
| 3M | +20.1% | +10.7% | +9.4% | +19.7% |
| 6M | +60.6% | +5.5% | +55.1% | +60.4% |
| YTD | +150.6% | +11.4% | +139.2% | +150.8% |
| 1Y | +104.7% | +15.0% | +89.6% | +106.0% |
| All | +104.7% | +18.5% | +86.2% | +106.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling