+117.2%
MPC vs CMS
+1.4%
+115.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.4% | -9.5% | -7.9% |
| 7D | -10.9% | +4.1% | -15.0% | -10.5% |
| 30D | -9.4% | +10.9% | -20.3% | -8.3% |
| 3M | +26.0% | -0.2% | +26.2% | +25.1% |
| 6M | +56.5% | -4.7% | +61.2% | +55.4% |
| YTD | +144.3% | +3.9% | +140.4% | +140.9% |
| 1Y | +117.2% | +0.4% | +116.9% | +115.4% |
| All | +117.2% | +1.4% | +115.9% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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