+540.9%
MPC vs CMS
+36.2%
+504.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.9% |
| 7D | -12.8% | +1.7% | -14.4% | -13.0% |
| 30D | -12.7% | +8.6% | -21.4% | -13.8% |
| 3M | +27.1% | -0.5% | +27.5% | +27.0% |
| 6M | +45.8% | -4.2% | +50.0% | +46.4% |
| YTD | +134.7% | +3.4% | +131.3% | +131.9% |
| 1Y | +106.0% | +0.4% | +105.6% | +104.7% |
| 3Y | +165.5% | +38.2% | +127.3% | +144.6% |
| 5Y | +540.9% | +35.4% | +505.5% | +493.9% |
| All | +540.9% | +36.2% | +504.7% | +493.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling