+180.6%
MPC vs CMS
+36.5%
+144.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +5.4% | +0.4% | +5.1% | +5.4% |
| 30D | +31.0% | -3.6% | +34.6% | +31.2% |
| 3M | +46.0% | -1.9% | +47.9% | +45.8% |
| 6M | +77.3% | -11.0% | +88.3% | +78.9% |
| YTD | +141.9% | +0.2% | +141.7% | +140.0% |
| 1Y | +120.9% | -1.3% | +122.2% | +119.4% |
| All | +180.6% | +36.5% | +144.2% | +160.8% |
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