+1,174.7%
MPC vs CNC
+90.3%
+1,084.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +3.2% | -4.9% | +8.1% | +4.3% |
| 30D | +25.0% | -3.8% | +28.8% | +26.0% |
| 3M | +55.2% | -3.2% | +58.4% | +55.7% |
| 6M | +86.4% | +47.9% | +38.5% | +68.2% |
| YTD | +148.5% | +55.7% | +92.8% | +120.5% |
| 1Y | +121.7% | +106.2% | +15.5% | +81.7% |
| 3Y | +172.9% | -2.1% | +174.9% | +153.2% |
| 5Y | +679.9% | +3.4% | +676.5% | +585.0% |
| 10Y | +1,174.7% | +91.7% | +1,083.1% | +940.9% |
| All | +1,174.7% | +90.3% | +1,084.5% | +940.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling