+1,171.8%
MPC vs CP
+257.3%
+914.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +11.2% | +2.1% | +9.1% | +9.9% |
| 30D | -14.5% | +9.3% | -23.8% | -19.3% |
| 3M | +16.7% | +0.5% | +16.2% | +15.5% |
| 6M | +67.6% | +10.4% | +57.1% | +55.5% |
| YTD | +157.9% | +28.7% | +129.2% | +113.8% |
| 1Y | +116.7% | +33.2% | +83.5% | +75.3% |
| 3Y | +199.8% | +38.4% | +161.3% | +127.5% |
| 5Y | +604.4% | +26.2% | +578.2% | +449.0% |
| All | +1,171.8% | +257.3% | +914.4% | +395.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling