+678.6%
MPC vs CMI
+170.2%
+508.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.2% |
| 7D | +3.9% | +1.9% | +2.0% | +3.1% |
| 30D | +33.8% | -12.5% | +46.3% | +40.5% |
| 3M | +49.9% | -16.2% | +66.1% | +58.4% |
| 6M | +80.9% | +4.9% | +76.1% | +69.1% |
| YTD | +147.4% | +11.1% | +136.3% | +121.7% |
| 1Y | +123.2% | +43.4% | +79.8% | +72.4% |
| 3Y | +171.7% | +154.1% | +17.7% | +49.8% |
| 5Y | +678.6% | +169.5% | +509.1% | +308.8% |
| All | +678.6% | +170.2% | +508.4% | +308.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling