+167.0%
MPC vs CMS
+38.3%
+128.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.9% |
| 7D | -12.8% | +1.7% | -14.4% | -12.8% |
| 30D | -12.7% | +8.6% | -21.4% | -13.2% |
| 3M | +27.1% | -0.5% | +27.5% | +26.9% |
| 6M | +45.8% | -4.2% | +50.0% | +45.9% |
| YTD | +134.7% | +3.4% | +131.3% | +132.1% |
| 1Y | +106.0% | +0.4% | +105.6% | +104.6% |
| All | +167.0% | +38.3% | +128.7% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling