+678.6%
MPC vs CNC
+1.4%
+677.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +2.6% |
| 7D | +3.9% | -1.0% | +4.9% | +3.9% |
| 30D | +33.8% | -1.8% | +35.6% | +33.9% |
| 3M | +49.9% | -0.7% | +50.5% | +49.7% |
| 6M | +80.9% | +47.9% | +33.0% | +73.7% |
| YTD | +147.4% | +56.9% | +90.5% | +135.8% |
| 1Y | +123.2% | +123.9% | -0.7% | +104.6% |
| 3Y | +171.7% | -1.3% | +173.0% | +163.6% |
| 5Y | +678.6% | +2.8% | +675.8% | +624.4% |
| All | +678.6% | +1.4% | +677.1% | +624.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling