+1,166.2%
MPC vs CMS
+136.3%
+1,030.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | +9.4% | -1.3% | +10.7% | +10.0% |
| 30D | -13.4% | +5.3% | -18.7% | -15.3% |
| 3M | +18.9% | -0.3% | +19.2% | +18.8% |
| 6M | +64.9% | -4.0% | +69.0% | +66.5% |
| YTD | +156.8% | +2.1% | +154.7% | +151.7% |
| 1Y | +113.2% | -4.7% | +117.9% | +115.0% |
| 3Y | +201.8% | +36.8% | +165.0% | +154.4% |
| 5Y | +601.4% | +34.9% | +566.5% | +477.5% |
| All | +1,166.2% | +136.3% | +1,030.0% | +907.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling