+167.0%
MPC vs CP
+28.7%
+138.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.7% |
| 7D | -12.8% | +6.1% | -18.9% | -14.1% |
| 30D | -12.7% | +9.8% | -22.5% | -15.0% |
| 3M | +27.1% | +2.7% | +24.3% | +25.9% |
| 6M | +45.8% | +12.8% | +33.0% | +39.8% |
| YTD | +134.7% | +28.2% | +106.5% | +112.9% |
| 1Y | +106.0% | +34.1% | +71.9% | +83.1% |
| All | +167.0% | +28.7% | +138.3% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling