+1,094.5%
MPC vs CMI
+327.3%
+767.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +1.5% |
| 7D | -8.8% | -9.3% | +0.4% | -3.3% |
| 30D | -14.4% | -13.2% | -1.2% | -7.0% |
| 3M | +21.9% | -28.2% | +50.1% | +47.6% |
| 6M | +60.1% | -32.7% | +92.8% | +96.7% |
| YTD | +142.3% | -10.1% | +152.4% | +136.5% |
| 1Y | +101.7% | -4.9% | +106.6% | +88.0% |
| 3Y | +184.8% | +120.4% | +64.4% | +37.9% |
| 5Y | +564.6% | +114.3% | +450.3% | +217.2% |
| All | +1,094.5% | +327.3% | +767.2% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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