+184.8%
MPC vs CNC
-1.8%
+186.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | -8.8% | +4.0% | -12.9% | -8.9% |
| 30D | -14.4% | +7.4% | -21.8% | -14.6% |
| 3M | +21.9% | +5.4% | +16.5% | +21.7% |
| 6M | +60.1% | +25.4% | +34.7% | +58.7% |
| YTD | +142.3% | +70.6% | +71.7% | +137.7% |
| 1Y | +101.7% | +104.9% | -3.2% | +97.3% |
| 3Y | +184.8% | -2.3% | +187.1% | +174.6% |
| All | +184.8% | -1.8% | +186.5% | +174.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling