+167.0%
MPC vs CI
+2.7%
+164.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.8% |
| 7D | -12.8% | +1.0% | -13.8% | -12.8% |
| 30D | -12.7% | +9.9% | -22.6% | -13.3% |
| 3M | +27.1% | +12.1% | +15.0% | +25.9% |
| 6M | +45.8% | +10.6% | +35.2% | +44.4% |
| YTD | +134.7% | +11.4% | +123.3% | +132.3% |
| 1Y | +106.0% | +18.8% | +87.3% | +102.8% |
| All | +167.0% | +2.7% | +164.3% | +172.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling