+534.5%
MPC vs CPB
-31.3%
+565.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -16.2% | +8.0% | -24.2% | -16.5% |
| 30D | -15.7% | +22.4% | -38.1% | -16.7% |
| 3M | +24.9% | +2.5% | +22.4% | +24.8% |
| 6M | +52.7% | +12.2% | +40.4% | +51.3% |
| YTD | +131.9% | -12.8% | +144.7% | +134.6% |
| 1Y | +96.6% | -19.2% | +115.8% | +100.6% |
| 3Y | +163.8% | -35.6% | +199.3% | +175.0% |
| All | +534.5% | -31.3% | +565.8% | +529.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling