+540.9%
MPC vs CPB
-31.1%
+572.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -3.9% |
| 7D | -12.8% | +11.6% | -24.3% | -13.2% |
| 30D | -12.7% | +23.3% | -36.0% | -13.8% |
| 3M | +27.1% | +1.6% | +25.4% | +27.1% |
| 6M | +45.8% | +13.9% | +31.8% | +44.4% |
| YTD | +134.7% | -11.7% | +146.4% | +137.3% |
| 1Y | +106.0% | -18.2% | +124.3% | +110.1% |
| 3Y | +165.5% | -35.2% | +200.7% | +176.9% |
| 5Y | +540.9% | -30.5% | +571.4% | +534.5% |
| All | +540.9% | -31.1% | +572.0% | +534.5% |
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