+3,005.7%
MPC vs CP
+813.7%
+2,192.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.5% |
| 7D | -12.8% | +6.1% | -18.9% | -15.9% |
| 30D | -12.7% | +9.8% | -22.5% | -17.7% |
| 3M | +27.1% | +2.7% | +24.3% | +24.0% |
| 6M | +45.8% | +12.8% | +33.0% | +33.8% |
| YTD | +134.7% | +28.2% | +106.5% | +97.1% |
| 1Y | +106.0% | +34.1% | +71.9% | +67.8% |
| 3Y | +165.5% | +28.9% | +136.6% | +115.5% |
| 5Y | +540.9% | +27.1% | +513.8% | +409.7% |
| 10Y | +1,133.6% | +264.8% | +868.8% | +419.8% |
| All | +3,005.7% | +813.7% | +2,192.0% | +486.4% |
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 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