+106.0%
MPC vs CMS
-0.1%
+106.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -4.0% |
| 7D | -12.8% | +1.7% | -14.4% | -12.6% |
| 30D | -12.7% | +8.6% | -21.4% | -11.9% |
| 3M | +27.1% | -0.5% | +27.5% | +26.2% |
| 6M | +45.8% | -4.2% | +50.0% | +44.7% |
| YTD | +134.7% | +3.4% | +131.3% | +131.0% |
| 1Y | +106.0% | +0.4% | +105.6% | +103.9% |
| All | +106.0% | -0.1% | +106.1% | +103.9% |
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