+199.8%
MPC vs CPB
-35.1%
+234.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | +0.4% |
| 7D | +11.2% | -1.6% | +12.8% | +11.3% |
| 30D | -14.5% | +19.2% | -33.7% | -14.9% |
| 3M | +16.7% | -0.9% | +17.6% | +16.9% |
| 6M | +67.6% | +15.2% | +52.3% | +66.6% |
| YTD | +157.9% | -13.1% | +171.0% | +160.7% |
| 1Y | +116.7% | -22.4% | +139.1% | +121.6% |
| 3Y | +199.8% | -35.3% | +235.1% | +226.6% |
| All | +199.8% | -35.1% | +234.8% | +226.6% |
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 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