+3,101.0%
MPC vs CP
+790.7%
+2,310.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +5.4% | -2.7% | +8.1% | +6.9% |
| 30D | +31.0% | +0.2% | +30.8% | +30.5% |
| 3M | +46.0% | +2.6% | +43.5% | +43.1% |
| 6M | +77.3% | +6.0% | +71.3% | +68.5% |
| YTD | +141.9% | +24.9% | +117.0% | +107.4% |
| 1Y | +120.9% | +20.1% | +100.8% | +93.1% |
| 3Y | +182.7% | +16.4% | +166.3% | +145.1% |
| 5Y | +646.4% | +31.7% | +614.7% | +480.6% |
| 10Y | +1,138.7% | +223.9% | +914.9% | +460.1% |
| All | +3,101.0% | +790.7% | +2,310.3% | +517.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling