+121.7%
MPC vs CMI
+41.9%
+79.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | +3.2% | +0.7% | +2.5% | +3.2% |
| 30D | +25.0% | -12.3% | +37.3% | +24.9% |
| 3M | +55.2% | -16.8% | +72.0% | +54.9% |
| 6M | +86.4% | +1.5% | +84.9% | +82.4% |
| YTD | +148.5% | +9.8% | +138.7% | +136.1% |
| 1Y | +121.7% | +42.6% | +79.1% | +102.6% |
| All | +121.7% | +41.9% | +79.8% | +102.6% |
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