+3,101.0%
MPC vs CMS
+475.2%
+2,625.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.4% | +0.4% | +5.1% | +5.3% |
| 30D | +31.0% | -3.6% | +34.6% | +32.9% |
| 3M | +46.0% | -1.9% | +47.9% | +46.5% |
| 6M | +77.3% | -11.0% | +88.3% | +85.3% |
| YTD | +141.9% | +0.2% | +141.7% | +139.0% |
| 1Y | +120.9% | -1.3% | +122.2% | +119.2% |
| 3Y | +182.7% | +35.9% | +146.7% | +135.2% |
| 5Y | +646.4% | +23.1% | +623.3% | +536.3% |
| 10Y | +1,138.7% | +117.9% | +1,020.8% | +683.0% |
| All | +3,101.0% | +475.2% | +2,625.8% | +578.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling