+540.9%
MPC vs CI
+54.1%
+486.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.7% |
| 7D | -12.8% | +1.0% | -13.8% | -13.0% |
| 30D | -12.7% | +9.9% | -22.6% | -14.4% |
| 3M | +27.1% | +12.1% | +15.0% | +24.0% |
| 6M | +45.8% | +10.6% | +35.2% | +42.2% |
| YTD | +134.7% | +11.4% | +123.3% | +128.1% |
| 1Y | +106.0% | +18.8% | +87.3% | +97.2% |
| 3Y | +165.5% | +2.9% | +162.6% | +156.0% |
| 5Y | +540.9% | +54.5% | +486.4% | +401.3% |
| All | +540.9% | +54.1% | +486.8% | +401.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling