+3,298.1%
MPC vs CMI
+567.0%
+2,731.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.5% |
| 7D | +9.4% | +1.5% | +7.9% | +8.5% |
| 30D | -13.4% | -14.0% | +0.5% | -5.8% |
| 3M | +18.9% | -28.3% | +47.2% | +42.9% |
| 6M | +64.9% | -34.9% | +99.8% | +105.1% |
| YTD | +156.8% | -9.9% | +166.7% | +153.4% |
| 1Y | +113.2% | -3.6% | +116.8% | +100.7% |
| 3Y | +201.8% | +120.9% | +80.9% | +61.5% |
| 5Y | +601.4% | +116.1% | +485.3% | +271.1% |
| 10Y | +1,166.0% | +328.5% | +837.5% | +343.3% |
| All | +3,298.1% | +567.0% | +2,731.1% | +736.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling