+1,079.5%
MPC vs CPB
-38.3%
+1,117.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -16.2% | +8.0% | -24.2% | -16.6% |
| 30D | -15.7% | +22.4% | -38.1% | -16.8% |
| 3M | +24.9% | +2.5% | +22.4% | +24.6% |
| 6M | +52.7% | +12.2% | +40.4% | +51.2% |
| YTD | +131.9% | -12.8% | +144.7% | +133.6% |
| 1Y | +96.6% | -19.2% | +115.8% | +99.3% |
| 3Y | +163.8% | -35.6% | +199.3% | +171.4% |
| 5Y | +533.1% | -31.4% | +564.6% | +547.1% |
| All | +1,079.5% | -38.3% | +1,117.8% | +1,135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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