+564.6%
MPC vs CPB
-33.2%
+597.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.8% |
| 6M | +60.1% | +11.6% | +48.5% | +58.6% |
| YTD | +142.3% | -13.8% | +156.1% | +145.1% |
| 1Y | +101.7% | -21.6% | +123.3% | +106.1% |
| 3Y | +184.8% | -35.8% | +220.6% | +196.6% |
| 5Y | +564.6% | -33.3% | +597.9% | +568.6% |
| All | +564.6% | -33.2% | +597.8% | +568.6% |
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 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