+117.2%
MPC vs CP
+35.2%
+82.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.5% | -11.6% | -7.6% |
| 7D | -10.9% | +5.6% | -16.5% | -10.2% |
| 30D | -9.4% | +10.0% | -19.4% | -8.4% |
| 3M | +26.0% | +4.4% | +21.6% | +27.0% |
| 6M | +56.5% | +14.1% | +42.4% | +58.5% |
| YTD | +144.3% | +29.1% | +115.2% | +138.8% |
| 1Y | +117.2% | +34.6% | +82.7% | +114.4% |
| All | +117.2% | +35.2% | +82.0% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling