+104.7%
MPC vs CMI
-2.5%
+107.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +3.4% |
| 7D | +2.6% | -1.8% | +4.4% | +2.5% |
| 30D | -12.2% | -12.2% | 0.0% | -12.5% |
| 3M | +20.1% | -26.5% | +46.6% | +18.6% |
| 6M | +60.6% | -33.6% | +94.2% | +58.2% |
| YTD | +150.6% | -8.3% | +158.9% | +139.5% |
| 1Y | +104.7% | -1.3% | +105.9% | +93.1% |
| All | +104.7% | -2.5% | +107.1% | +93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling