+1,135.3%
MPC vs CP
+251.7%
+883.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +2.6% | -0.7% | +3.3% | +3.0% |
| 30D | -12.2% | +9.6% | -21.8% | -17.3% |
| 3M | +20.1% | +2.2% | +17.8% | +17.6% |
| 6M | +60.6% | +11.1% | +49.5% | +48.4% |
| YTD | +150.6% | +28.2% | +122.4% | +108.2% |
| 1Y | +104.7% | +32.2% | +72.5% | +66.3% |
| 3Y | +194.5% | +35.5% | +159.0% | +126.7% |
| 5Y | +582.3% | +26.8% | +555.5% | +429.3% |
| 10Y | +1,135.3% | +256.9% | +878.3% | +384.4% |
| All | +1,135.3% | +251.7% | +883.6% | +384.4% |
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 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