+180.6%
MPC vs CP
+17.1%
+163.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +5.4% | -2.7% | +8.1% | +6.2% |
| 30D | +31.0% | +0.2% | +30.8% | +30.8% |
| 3M | +46.0% | +2.6% | +43.5% | +44.6% |
| 6M | +77.3% | +6.0% | +71.3% | +73.4% |
| YTD | +141.9% | +24.9% | +117.0% | +121.9% |
| 1Y | +120.9% | +20.1% | +100.8% | +105.6% |
| All | +180.6% | +17.1% | +163.6% | +153.4% |
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 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