+180.6%
MPC vs CPB
-40.0%
+220.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.5% |
| 7D | +5.4% | -8.6% | +14.0% | +5.8% |
| 30D | +31.0% | -7.2% | +38.2% | +31.4% |
| 3M | +46.0% | +0.9% | +45.1% | +45.7% |
| 6M | +77.3% | -11.8% | +89.1% | +78.2% |
| YTD | +141.9% | -19.4% | +161.3% | +145.0% |
| 1Y | +120.9% | -30.4% | +151.3% | +127.3% |
| All | +180.6% | -40.0% | +220.6% | +199.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling