+1,098.3%
MPC vs CPB
-40.9%
+1,139.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -8.8% | +2.9% | -11.7% | -9.0% |
| 30D | -14.4% | +17.6% | -32.0% | -15.3% |
| 3M | +21.9% | +2.0% | +19.9% | +21.7% |
| 6M | +60.1% | +11.6% | +48.5% | +58.6% |
| YTD | +142.3% | -13.8% | +156.1% | +144.2% |
| 1Y | +101.7% | -21.6% | +123.3% | +104.9% |
| 3Y | +184.8% | -35.8% | +220.6% | +193.1% |
| 5Y | +564.6% | -33.3% | +597.9% | +580.4% |
| 10Y | +1,098.3% | -39.4% | +1,137.8% | +1,064.6% |
| All | +1,098.3% | -40.9% | +1,139.2% | +1,064.6% |
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